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Bank holding company dividends and repurchases during the financial crisis
Hirtle, Beverly J. - 2014
Many large U.S. bank holding companies (BHCs) continued to pay dividends during the recent financial crisis, even as financial market conditions deteriorated, large losses accumulated, and emergency capital and liquidity were being provided by the official sector. In contrast, share repurchases...
Persistent link: https://www.econbiz.de/10010393223
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The countercyclical capital buffer and the composition of bank lending
Auer, Raphael A.; Matyunina, Alexandra; Ongena, Steven - 2021
Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential mortgages on which extra capital requirements were...
Persistent link: https://www.econbiz.de/10012643066
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Macroprudential policy, countercyclical bank capital buffers and credit supply : evidence from the Spanish dynamic provisioning experiments
Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; … - 2012
We analyze the impact of the countercyclical capital buffers held by banks on the supply of credit to firms and their subsequent performance. Countercyclical 'dynamic' provisioning unrelated to specific loan losses was introduced in Spain in 2000, and modified in 2005 and 2008. The resultant...
Persistent link: https://www.econbiz.de/10011590554
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The countercyclical capital buffer and the composition of bank lending
Auer, Raphael A.; Ongena, Steven - 2019
Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential mortgages on which extra capital requirements were...
Persistent link: https://www.econbiz.de/10012064522
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Why are banks not recapitalized during crises?
Crosignani, Matteo - 2017
the sovereign risk is sufficiently high, low-capital banks reduce private lending to further increase their holdings of …
Persistent link: https://www.econbiz.de/10011710170
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Securities trading by banks and credit supply : micro-evidence from the crisis
Abbassi, Puriya; Iyer, Rajkamal; Peydró, José-Luis; … - 2016
We analyze securities trading by banks during the crisis and the associated spillovers to the supply of credit. We use a proprietary dataset that has the investments of banks at the security level for 2005-2012 in conjunction with the credit register from Germany. We find that - during the...
Persistent link: https://www.econbiz.de/10011974673
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Why are banks not recapitalized during crises?
Crosignani, Matteo - 2017
the sovereign risk is sufficiently high, low-capital banks reduce private lending to further increase their holdings of …
Persistent link: https://www.econbiz.de/10011978342
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Quantifying contagion risk in funding markets : a model-based stress-testing approach
Anand, Kartik; Gauthier, Céline; Souissi, Moez - 2015
We propose a tractable, model-based stress-testing framework where the solvency risks, funding liquidity risks and market risks of banks are intertwined. We highlight how coordination failure between a bank's creditors and adverse selection in the secondary market for the bank's assets interact,...
Persistent link: https://www.econbiz.de/10011304764
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Bank risk proxies and the crisis of 2007/09 : a comparison
Noth, Felix; Tonzer, Lena - 2015
Motivated by the variety of bank risk proxies, our analysis reveals that nonperforming assets are a well …-suited complement to the Z-score in studies of bank risk. …
Persistent link: https://www.econbiz.de/10011334500
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Basel III and CEO compensation in banks : pay structures as a regulatory signal
Eufinger, Christian; Gill, Andrej - 2013
compensation. We argue that excessive risk taking in the financial sector originates from the shareholder moral hazard created by … shareholder risk-shifting incentives. The decisive advantage of this approach compared to existing regulation is that the … regulator does not need to be able to properly measure the bank investment risk, which has been shown to be a difficult task …
Persistent link: https://www.econbiz.de/10010226049