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Regulation, credit risk transfer with CDS, and bank lending
Pausch, Thilo; Welzel, Peter - Deutsche Bundesbank - 2012
interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on … at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk …-sensitive way: Compared to a situation without regulation the optimal volume of loans decreases more as the riskiness of …
Persistent link: https://www.econbiz.de/10010957144
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Basel II and financial stability: An investigation of sensitivity and cyclicality of capital requirements based on QIS 5
Zsámboki, Balázs - Magyar Nemzeti Bank (MNB) - 2007
mechanism of Basel II and to explore the possible impacts of prudential regulation on cyclical swings in capital requirements. …
Persistent link: https://www.econbiz.de/10005357928
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Studies on the procyclical behaviour of banks
Mérõ, Katalin; Zsámboki, Balázs; Horváth, Edit - Magyar Nemzeti Bank (MNB) - 2002
The three papers in this volume investigate the same subject matter, the procyclicality of banking sector behaviour, from three different perspectives. The first paper of the volume focuses on some regulatory aspects of banks’ procyclical behaviour. The second paper deals both with the depth...
Persistent link: https://www.econbiz.de/10005357930
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Impacts of financial regulation on the cyclicality of banks’ capital requirements and on financial stability
Zsámboki, Balázs - In: MNB Bulletin 2 (2007) 2, pp. 47-53
One of the main functions of the central bank is to strengthen the stability of the financial system, an important aspect of which is to take an active part in the legislation process to improve the regulatory environment and to assess the potential impacts of new regulatory measures. In the...
Persistent link: https://www.econbiz.de/10005357936
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Studies On The Potential Impacts Of The New Basel Capital Accord
Mérõ, Katalin; Zsámboki, Balázs; Horváth, Edit; … - Magyar Nemzeti Bank (MNB) - 2003
Capital Accord relating to the prudential regulation of banks, which was followed in July 2003 by the EU Commission’s draft … consultative process both organisations expect comments from the players affected by the new capital regulation, thus from the … central banks of each country as well. The significance of the new capital regulation is underlined by the fact that the Basel …
Persistent link: https://www.econbiz.de/10005146757
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Regulation, credit risk transfer with CDS, and bank lending
Pausch, Thilo; Welzel, Peter - Deutsche Bundesbank - 2012
interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on … at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk …-sensitive way: Compared to a situation without regulation the optimal volume of loans decreases more as the riskiness of …
Persistent link: https://www.econbiz.de/10010535443
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Regulation, Credit Risk Transfer with CDS, and Bank Lending
Pausch, Thilo; Welzel, Peter - In: Credit and Capital Markets 46 (2013) 4, pp. 439-465
interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on … at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk …-sensitive way: Compared to a situation without regulation the optimal volume of loans decreases more as the riskiness of loans …
Persistent link: https://www.econbiz.de/10010757770
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Less bank regulation, more non-bank lending
Chen, Mary; Lee, Seung Jung; Neuhann, Daniel; Saidi, Farzad - 2024
Bank deregulation in the form of the repeal of the Glass-Steagall Act facilitated the entry of non-bank lenders into the market for syndicated loans during the pre-2008 credit boom. Institutional investors disproportionately purchase tranches of loans originated by universal banks able to...
Persistent link: https://www.econbiz.de/10014533282
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Leverage Regulations and Treasury Market Participation : Evidence from Credit Line Drawdowns
Favara, Giovanni; Infante, Sebastian; Rezende, Marcelo - 2022
We examine the effects of the supplementary leverage ratio (SLR) on large banks’ participation in U.S. Treasury markets. Exploiting exogenous shocks to credit line drawdowns and data on bank’s holdings of Treasury securities, we show that an increase in banks’ balance sheets size reduces...
Persistent link: https://www.econbiz.de/10013403626
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Does Banking Competition Really Increase Credit for All? The Effect of Bank Branching Deregulation on Small Business Credit
Lynch, John - 2022
In this paper, I quantify the extent to which financial constraints limit the scope of activity of small firms, influence their labor decisions, and impact their ultimate survival. Using the U.S. branching deregulation from the 1990s, I document that local markets within deregulated states...
Persistent link: https://www.econbiz.de/10013405115