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Monetary Policy, Risk-Taking and Pricing: Evidence from a Quasi-Natural Experiment

Ioannidou, Vasso; Ongena, Steven; Peydró, José-Luis - In: Review of Finance 19 (2015) 1, pp. 95-144

We study the risk-taking channel of monetary policy in Bolivia, a dollarized country where monetary changes are transmitted exogenously from the US. We find that a lower policy rate spurs the granting of riskier loans, to borrowers with worse credit histories, lower ex-ante internal ratings, and...

Persistent link: https://www.econbiz.de/10012211599

The Interaction Between FX and Credit Risk as an Example of Intersection of Monetary and Financial Stability Policy Goals – The Case of Serbia

Jović, Željko - In: Journal of Central Banking Theory and Practice 5 (2016) 2, pp. 133-155

The financial system of Serbia is highly bank-centric and euroised, which is a common specific feature of financial … secondary goal of the National Bank of Serbia in relation to price and financial stability as the primary goals, in terms of …

Persistent link: https://www.econbiz.de/10012217832

Macroeconomic, Institutional and Bank-Specific Determinants of Non-Performing Loans in Emerging Market Economies: A Dynamic Panel Regression Analysis

Bayar, Yilmaz - In: Journal of Central Banking Theory and Practice 8 (2019) 3, pp. 95-110

, institutional, and bank-specific factors behind nonperforming banking loans as an indicator of banking sector functioning in …

Persistent link: https://www.econbiz.de/10012217922

Regulation, Credit Risk Transfer with CDS, and Bank Lending

Pausch, Thilo; Welzel, Peter - In: Credit and Capital Markets – Kredit und Kapital 46 (2013) 4, pp. 439-465

lending behavior and risk sensitivity of a risk-neutral bank. CDS contracts may be used to hedge a bank's credit risk exposure … at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk … credit risk. Under the substitution approach in Basel II (and III) a risk-neutral bank will over-, fully or under-hedge its …

Persistent link: https://www.econbiz.de/10014524598

Does market competition affect all banks equally? Empirical evidence on Montenegro

Vujanović, Nina; Fabris, Nikola - In: Journal of Central Banking Theory and Practice 10 (2021) 2, pp. 87-107

Bank stability is an important aspect of financial stability, especially in bank-centric systems like that of …

Persistent link: https://www.econbiz.de/10014558485

The Final Frontier: The Integration of Banking and Commerce. Part 2: Risk and Return Using Efficient Portfolio Analysis

Reichert, Alan K.; Wall, Larry D.; Liang, Hsin-yu - In: Economic Review 93 (2008)

authors stress that bank management contemplating diversification into the commercial sector must be selective about which …

Persistent link: https://www.econbiz.de/10010281866

The Final Frontier: The Integration of Banking and Commerce. Part 1: The Likely Outcome of Eliminating the Barrier

Wall, Larry D.; Reichert, Alan K.; Liang, Hsin-yu - In: Economic Review 93 (2008)

enjoy a significant reduction in funding costs if affiliation with a bank extended the federal safety net for banks to cover …

Persistent link: https://www.econbiz.de/10010281868

Non-performing loans (NPLs), liquidity creation, and moral hazard: Case of Chinese banks

Umar, Muhammad; Sun, Gang - In: China Finance and Economic Review 4 (2016) 1, pp. 1-23

Background: This study analyzes the impact of non-performing loans (NPLs) on bank liquidity creation to investigate the …

Persistent link: https://www.econbiz.de/10011658429

Europe’s Banking Challenge: Reregulation without Refragmentation

Véron, Nicolas - In: CESifo Forum 09 (2008) 4, pp. 51-59

Persistent link: https://www.econbiz.de/10011695913

Der antizyklische Kapitalpuffer: Reformoptionen

Menkhoff, Lukas - In: Wirtschaftsdienst 102 (2022) 1, pp. 59-63

Der antizyklische Eigenkapitalpuffer, dessen Anforderung Kreditinstitute erfüllen müssen, soll die Widerstandskraft des Bankensystems stärken und dadurch die Kreditversorgung verstetigen. Damit sollen starke Auswirkungen des Finanzzyklus und entsprechende Krisen abgeschwächt werden. Dieses...

Persistent link: https://www.econbiz.de/10013343017