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endogenously and their interaction with markets is facilitated by the use of underwriting and regulatory capital requirements. Bank …
Persistent link: https://www.econbiz.de/10012905496
unweighted leverage requirements, their differential impact on bank lending, and equity buffer accumulation in excess of … regulatory minima. Tighter risk-weighted capital requirements reduce loan supply and lead to an endogenous fall in bank … profitability, reducing bank incentives to accumulate equity buffers and, therefore, increasing the incidence of bank failure …
Persistent link: https://www.econbiz.de/10011955629
This paper studies the effects of the bank capital requirements imposed by the European authorities in October 2011 on … granted by a representative Spanish bank and several subsidiaries to nonfinancial corporations around that date. We document …
Persistent link: https://www.econbiz.de/10012051949
Previous research on procyclical bank capital regulation has largely focused on the role of increased loan losses and … deteriorated credit ratings in economic downturns. We focus on the role of bank loan commitments, which have been increasingly … popular from the 2000s, on the procyclicality of bank capital regulation. Using the bank-level data of U.S. commercial banks …
Persistent link: https://www.econbiz.de/10012940367
unweighted leverage requirements, their differential impact on bank lending, and equity buffer accumulation in excess of … regulatory minima. Tighter risk-weighted capital requirements reduce loan supply and lead to an endogenous fall in bank … profitability, reducing bank incentives to accumulate equity buffers and, therefore, increasing the incidence of bank failure …
Persistent link: https://www.econbiz.de/10012937629
equilibrium models suggest that the negative short-run and long-run impact of an increase in capital requirements on bank lending …
Persistent link: https://www.econbiz.de/10013012354
We take a structural approach to assessing the empirical importance of shocks to the supply of bank …
Persistent link: https://www.econbiz.de/10012948700
unweighted leverage requirements, their differential impact on bank lending, and equity buffer accumulation in excess of … regulatory minima. Tighter risk-weighted capital requirements reduce loan supply and lead to an endogenous fall in bank … profitability, reducing bank incentives to accumulate equity buffers and, therefore, increasing the incidence of bank failure …
Persistent link: https://www.econbiz.de/10012894495
This article examines the procyclicality of banks' credit losses and provisions in the Czech Republic using pre-2018 data and then discusses the implications of the findings for provisioning in stage 3 under IFRS 9. This analysis is possible because the majority of banks seem to have aligned...
Persistent link: https://www.econbiz.de/10013460799
commercial bank, the authors choose Archimedean Copula to fit the default relationship between loans, combined with the loss …
Persistent link: https://www.econbiz.de/10012175768