Showing 103,621 - 103,630 of 103,717
. Second, higher bank capital requirements may aggravate contagion since they may incentivise banks to hold similar assets, and …
Persistent link: https://www.econbiz.de/10011976961
We measure the impact of bank capital requirements on corporate borrowing and investment using loanE level data. The …
Persistent link: https://www.econbiz.de/10011978165
The correlation across US states in house price growth increased steadily between 1976 and 2000. This paper shows that the contemporaneous geographic integration of the US banking market, via the emergence of large banks, was a primary driver of this phenomenon. To this end, we first...
Persistent link: https://www.econbiz.de/10011978173
We examine the optimal size and composition of banks' total loss absorbing capacity (TLAC). Optimal size is driven by the trade-off between providing liquidity services through deposits and minimizing deadweight default costs. Optimal composition (equity vs. bail-in debt) is driven by the...
Persistent link: https://www.econbiz.de/10011978192
, in the context of the eurozone periphery, the increase in domestic government bond holdings, the reduction of bank credit …
Persistent link: https://www.econbiz.de/10011978342
Over the last few years, national macroprudential authorities have developed different strategies for setting the countercyclical capital buffer (CCyB) rate in the banking sector. The existing approaches are based on various indicators used to identify the current phase of the financial cycle....
Persistent link: https://www.econbiz.de/10011978802
domestic bank failures may be contemporaneous to sovereign crises, giving rise to risk-sharing motives to mutualize the funding … of bail-outs. Raising public funds to conduct a bail-out entails the deadweight loss of distortionary taxation. Bank bail … the public backstop and forbearance in early bank intervention in the fiscally stronger country, facilitating bail-outs in …
Persistent link: https://www.econbiz.de/10011978809
capture common factors in the residuals. We reproduce the puzzle for European bank credit spreads and hypothesize that the … information contagion through bank business model similarities. To capture this channel, we propose an intuitive measure for …
Persistent link: https://www.econbiz.de/10012007806
to promote bank soundness and sustained lending over the cycle. First, some evidence on bank dividends and earnings in … generates bank equity and credit supply volatility. Then, a DSGE model with key financial frictions and a banking sector is … by means of less volatile bank retained earnings, (ii) they induce welfare gains associated to a Basel III-type of …
Persistent link: https://www.econbiz.de/10012024523
Regulatory bank levies set incentives for banks to reduce leverage. At the same time, corporate income taxation makes … funding through debt more attractive. In this paper, we explore how regulatory levies affect bank capital structure, depending … on corporate income taxation. Based on bank balance sheet data from 2006 to 2014 for a panel of EU-banks, our analysis …
Persistent link: https://www.econbiz.de/10012132607