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Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions
De Jonghe, Olivier; Dewachter, Hans; Ongena, Steven - 2016
We analyze how time-varying bank-specific capital requirements a ect banks' balance sheet adjustments as well as bank … lending to the non-financial corporate sector. To do so, we relate Pillar 2 capital requirements to bank balance sheet data, a … examine how time-varying bank-specific capital requirements affect banks' balance sheet composition. Subsequently, we …
Persistent link: https://www.econbiz.de/10011786058
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Uncertainty and investment : the financial intermediary balance sheet channel
Chen, Sophia - 2015
-sided model in which a bank simultaneously lends to a firm and borrows from the short-term funding market. When the bank is …
Persistent link: https://www.econbiz.de/10011281982
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Fiscal consolidations and banking stability
Cimadomo, Jacopo; Hauptmeier, Sebastian; Zimmermann, Tom - 2012
Persistent link: https://www.econbiz.de/10009711912
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Incidence of bank levy and bank market power
Capelle-Blancard, Gunther; Havrylchyk, Olena - 2013
Persistent link: https://www.econbiz.de/10009790035
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Liquidity provision in transition economy : the lessons from Russia
Charčenko-Dorbec, Anna - 2004
Persistent link: https://www.econbiz.de/10002445577
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A Q-theory of banks
Beganau, Juliane; Bigio, Saki; Majerovitz, Jeremy; … - 2021 - Last updated: September 24, 2021
We document five facts about banks: (1) market and book leverage diverged during the 2008 crisis, (2) Tobin's Q predicts future profitability, (3) neither book nor market leverage appears constrained, (4) banks maintain a market-leverage target that is reached slowly, and (5) precrisis, leverage...
Persistent link: https://www.econbiz.de/10012627919
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A Q-theory of banks
Begenau, Juliane; Bigio, Saki; Majerovitz, Jeremy; … - 2021
We propose a dynamic bank theory with a delayed loss recognition mechanism and a regulatory capital constraint at its … core. The estimated model matches four facts about banks' Tobin's Q that summarize bank leverage dynamics. (1) Book and … market equity values diverge, especially during crises; (2) Tobin's Q predicts future bank profitability; (3) neither book …
Persistent link: https://www.econbiz.de/10012649212
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A Q-theory of banks
Begenau, Juliane; Bigio, Saki; Majerovitz, Jeremy; … - 2020
Persistent link: https://www.econbiz.de/10012395334
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Bank stress testing under different balance sheet assumptions
Busch, Ramona; Drescher, Christian; Memmel, Christoph - 2017
explained better by a bank's current balance sheet composition, the longer the forecast horizon. The opposite holds for banks …
Persistent link: https://www.econbiz.de/10011632218
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Bank capital (requirements) and credit supply : evidence from pillar 2 decisions
De Jonghe, Olivier; Dewachter, Hans; Ongena, Steven - 2016
We analyze how time-varying bank-specific capital requirements a ect banks' balance sheet adjustments as well as bank … lending to the non-financial corporate sector. To do so, we relate Pillar 2 capital requirements to bank balance sheet data, a … examine how time-varying bank-specific capital requirements affect banks' balance sheet composition. Subsequently, we …
Persistent link: https://www.econbiz.de/10011635019