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Regulatory solutions to bank loans procyclicality: Is the cure worse than the illness?
Balzarotti, Verónica; Anastasi, Alejandra - 2010
The impact of the business cycle on banks' internally generated cash flow is an important driver in the pro-cyclical dynamics of the traditional banking business and yet the issue has been understated in the discussion on counter-cyclical regulations. Considerable attention has been given to the...
Persistent link: https://www.econbiz.de/10010325091
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Accounting or Liquidity Buffers? The Risks of Overlooking Financial Aspects of Counter-Cyclical Rules
Anastasi, Alejandra; Balzarotti, Verónica - In: Ensayos Económicos 1 (2012) 67, pp. 73-120
The impact of the business cycle on banks’ internally generated cash flows is an important driver in the pro-cyclical dynamics of the traditional banking business. This issue has been understated in the discussion on counter-cyclical regulations. Considerable attention has been given to the...
Persistent link: https://www.econbiz.de/10010849644
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¿Colchones contables o de liquidez? Los riesgos de subestimar aspectos financieros de las reglas anticíclicas
Anastasi, Alejandra; Balzarotti, Verónica - In: Ensayos económicos 67 (2012), pp. 73-120
Persistent link: https://www.econbiz.de/10011508991
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Cross country heterogeneity of procyclicality of bank loans : evidence from OECD countries using the SURE model
Pipień, Mateusz; Anand, Abhisek - In: Journal of banking and financial economics 20 (2023), pp. 93-110
Procyclicality of credit supply, which refers to the simultaneous movement of credit issued to the non-financial sector … interconnectedness between countries can magnify the effect. We conducted research examining procyclicality of loans provided by banks … of relationships under scrutiny across countries, we employed an OLS regression approach to estimate procyclicality for …
Persistent link: https://www.econbiz.de/10014515568
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The impact of capital ratio on lending of EU banks - the role of bank specialization and capitalization
Olszak, Malgorzata; Pipien, Mateusz; Roszkowska, Sylwia - 2015
In this paper we aim to find out whether bank specialization and bank capitalization affect the relationship between bank loan growth and bank capital ratio, both in expansions and in contractions. We hypothesize that the impact of bank capital on lending is relatively strong in cooperative...
Persistent link: https://www.econbiz.de/10012232366
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Do macroprudential policy instruments reduce the procyclical impact of capital ratio on bank lending? Cross-country evidence
Olszak, Małgorzata; Roszkowska, Sylwia; Kowalska, Iwona - In: Baltic Journal of Economics 19 (2019) 1, pp. 1-38
In this paper, we ask about the capacity of macroprudential policies to reduce the procyclical impact of capital ratio on bank lending. We focus on aggregated macroprudential policy measures and on individual instruments and test whether their effect on the association between lending and...
Persistent link: https://www.econbiz.de/10013470728
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Norwegian Banks in a Recession: Procyclical Implications of Basel II
Andersen, Henrik - 2009
underlying risk of the assets, it may also introduce an additional source of procyclicality in the banking sector. A growing … additional source of procyclicality. …
Persistent link: https://www.econbiz.de/10012143709
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Do macroprudential policy instruments reduce the procyclical impact of capital ratio on bank lending? : cross-country evidence
Olszak, Małgorzata; Roszkowska, Sylwia; Kowalska, Iwona - In: Baltic journal of economics 19 (2019) 1, pp. 1-38
In this paper, we ask about the capacity of macroprudential policies to reduce the procyclical impact of capital ratio on bank lending. We focus on aggregated macroprudential policy measures and on individual instruments and test whether their effect on the association between lending and...
Persistent link: https://www.econbiz.de/10012010272
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The impact of capital ratio on lending of EU banks - the role of bank specialization and capitalization
Olszak, Małgorzata; Pipień, Mateusz; Roszkowska, Sylwia - 2015
In this paper we aim to find out whether bank specialization and bank capitalization affect the relationship between bank loan growth and bank capital ratio, both in expansions and in contractions. We hypothesize that the impact of bank capital on lending is relatively strong in cooperative...
Persistent link: https://www.econbiz.de/10012030770
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Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions – Empirical Importance of SURE Specification
Olszak, Małgorzata; Pipień, Mateusz - Volkswirtschaftliche Fakultät, … - 2013
Procyclicality in banking may result in financial instability and therefore be destructive to economic growth. The … whole business cycle. Application of the SURE approach to 13 OECD countries in 1995-2009 shows that the procyclicality of …
Persistent link: https://www.econbiz.de/10011259964