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"In the short run blasé, in the long run risqué" : on the effects of monetary policy on bank credit risk-taking in the short versus long run"

Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; … - 2017 - This version: March 2017

Persistent link: https://www.econbiz.de/10012176207

Developments in banks' funding costs and lending rates

Fitzpatrick, Rachael; Shaw, Callum; Suthakar, Anirudh - In: Bulletin / Reserve Bank of Australia (2022), pp. 64-73

Persistent link: https://www.econbiz.de/10013367280

Can monetary policy affect bank behaviour? : evidence from bank credit standards

Michail, Nektarios; Koursaros, Demetris - In: CESifo economic studies : a joint initiative of the … 68 (2022) 2, pp. 184-199

Persistent link: https://www.econbiz.de/10013347544

The implications of credit risk transfer for the credit channel

Robertson, Mari L. - In: International journal of monetary economics and finance 6 (2013) 4, pp. 325-367

Persistent link: https://www.econbiz.de/10010412979

Unlocking credit

Mathur, Iqbal; Marcelin, Isaac - In: Risk manangement post financial crisis : a period of …, (pp. 221-252). 2014

Persistent link: https://www.econbiz.de/10010430672

Optimal Bank Capital and Securitization : The Case of Corporate Loans for U.S. Commercial Banks

Lee, Arthur C. - 2011

This paper derives a bank capital allocation model and applies it in the determinants of securitization. According to … increase riskier loans to raise capital return, or to decrease loans to alleviate risk.Securitization is one way to alleviate … securitization to maximize utility. To derive a bank capital allocation model, HJB equation in control theory and a specific utility …

Persistent link: https://www.econbiz.de/10013129025