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Securities trading by banks and credit supply : micro-evidence from the crisis

Abbassi, Puriya; Iyer, Rajkamal; Peydró, José-Luis; … - 2016

We analyze securities trading by banks during the crisis and the associated spillovers to the supply of credit. We use a proprietary dataset that has the investments of banks at the security level for 2005-2012 in conjunction with the credit register from Germany. We find that - during the...

Persistent link: https://www.econbiz.de/10011974673

Why are banks not recapitalized during crises?

Crosignani, Matteo - 2017

the sovereign risk is sufficiently high, low-capital banks reduce private lending to further increase their holdings of …

Persistent link: https://www.econbiz.de/10011978342

Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments

Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; … - Nationale Bank van België/Banque national de Belqique (BNB) - 2012

We analyze the impact of the countercyclical capital buffers held by banks on the supply of credit to firms and their subsequent performance. Countercyclical ‘dynamic’ provisioning unrelated to specific loan losses was introduced in Spain in 2000, and modified in 2005 and 2008. The resultant...

Persistent link: https://www.econbiz.de/10011272763

Bank holding company dividends and repurchases during the financial crisis

Hirtle, Beverly - Federal Reserve Bank of New York - 2014

Many large U.S. bank holding companies (BHCs) continued to pay dividends during the recent financial crisis, even as financial market conditions deteriorated, large losses accumulated, and emergency capital and liquidity were being provided by the official sector. In contrast, share repurchases...

Persistent link: https://www.econbiz.de/10010757407

Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments

Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; … - Barcelona Graduate School of Economics (Barcelona GSE) - 2012

We analyze the impact of the countercyclical capital buffers held by banks on the supply of credit to firms and their subsequent performance. Countercyclical â€˜â€˜dynamicâ€™â€™ provisioning that is unrelated to specific loan losses was introduced in Spain in 2000, and modified...

Persistent link: https://www.econbiz.de/10011132912

Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply : Evidence from the Spanish Dynamic Provisioning Experiments

Jiménez, G.; Ongena, S.; Peydro, J.L.; Saurina, J. - Tilburg University, Center for Economic Research - 2012

Abstract: We analyze the impact of the countercyclical capital buffers held by banks on the supply of credit to firms and their subsequent performance. Countercyclical ‘dynamic’ provisioning that is unrelated to specific loan losses was introduced in Spain in 2000, and modified in 2005 and...

Persistent link: https://www.econbiz.de/10011091652

Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments

Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; … - Department of Economics and Business, Universitat … - 2012

We analyze the impact of countercyclical capital buffers held by banks on the supply of credit to firms and their subsequent performance. Spain introduced dynamic provisioning unrelated to specific bank loan losses in 2000 and modified its formula parameters in 2005 and 2008. In each case,...

Persistent link: https://www.econbiz.de/10010632801

Determinants of European bank risk during financial crisis

Jabra, Wiem Ben; Mighri, Zouheir; Mansouri, Fayçal - In: Cogent economics & finance 5 (2017) 1, pp. 1-20

This paper examines the determinants of European bank risk-taking during major financial crisis. Using a sample of … banks from 26 countries over the period 2005–2015, we examine the nature of the relationship between bank risk, bank … potential discrepancies in risk-taking behavior. We subdivide our sample into two sub-samples (East Europe and West Europe …

Persistent link: https://www.econbiz.de/10011877555

Linking bank competition, financial stability, and economic growth

Ijaz, Shahzad; Hassan, Arshad; Tarazi, Amine; Fraz, Ahmad - In: Journal of business economics and management 21 (2020) 1, pp. 200-221

This paper investigates the effect of bank competition and financial stability on economic growth by examining panel-data from 38 European countries over 2001 to 2017. Bank competition is measured with the Boone indicator, and bank stability with Z-scores and non-performing loan ratios, all at...

Persistent link: https://www.econbiz.de/10012176206

Short-Term Debt and Bank Risk

Du, Brian - 2016

agreements (repos) was recognized by external capital markets to increase bank risk in the pre-crisis period. In the crisis, we … find a negative relationship between repos and risk. We attribute this result to evidence suggesting that “good” banks were …

Persistent link: https://www.econbiz.de/10012977970