Showing 91 - 100 of 243,657
After Lehman Brothers filed for bankruptcy in September 2008, cross-border bank lending contracted sharply. To explain …
Persistent link: https://www.econbiz.de/10013112262
-, and bank-fixed effects allow us to disentangle credit supply and demand and to simultaneously control for the unobserved …
Persistent link: https://www.econbiz.de/10013113689
across borders. The simultaneous use of country- and bank-fixed effects allows us to disentangle credit supply and demand and … to control for general bank characteristics. We find that during the crisis banks continued to lend more to countries …
Persistent link: https://www.econbiz.de/10013131054
Systemically Important Banks (G-SIBs) on bank lending behaviour. Using a difference-in-differences estimation strategy, we find no …
Persistent link: https://www.econbiz.de/10012299026
Persistent link: https://www.econbiz.de/10011716340
Persistent link: https://www.econbiz.de/10011716342
We develop a two-country DSGE model with global banks to analyze the role of crossborder banking flows on the transmission of a quality of capital shock in the United States to emerging market economies (EMEs). Banks face a moral hazard problem for borrowing from households. EME's banks might be...
Persistent link: https://www.econbiz.de/10011483678
to promote bank soundness and sustained lending over the cycle. First, some evidence on bank dividends and earnings in … generates bank equity and credit supply volatility. Then, a DSGE model with key financial frictions and a banking sector is … by means of less volatile bank retained earnings, (ii) they induce welfare gains associated to a Basel III-type of …
Persistent link: https://www.econbiz.de/10012024523
Bank leverage ratios have made an impressive and largely unopposed return; they are mostly used alongside risk …-weighted capital requirements. The reasons for this return are manifold, and they are not limited to the fact that bank equity levels … straightforward real estate loans. Bank leverage ratios are primarily seen as a microprudential measure that intends to increase bank …
Persistent link: https://www.econbiz.de/10011389182
imperfectly elastic supply of bank equity stemming from financial market segmentation. In our model, equity is costly and serves … and the design of bank stress testing. …
Persistent link: https://www.econbiz.de/10011341895