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How do banking groups react to macroprudential policies? : cross-border spillover effects of higher capital buffers on lending, risk-taking and internal markets
Cappelletti, Giuseppe; Marques, Aurea Ponte; Salleo, Carmelo - 2020
We study the impact of macroprudential capital buffers on banking groups' lending and risk-taking decisions, also investigating implications for internal capital markets. For identification, we exploit heterogeneity in buffers applied to other systemically important institutions, using...
Persistent link: https://www.econbiz.de/10012318816
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Bank capital regulation, the lending channel and business cycles
Zhang, Longmei - 2009
consider credit demand friction due to agency cost, but it deviates from BGG in that financial intermediaries have to share … contract. Low bank capital position can create strong credit supply contraction, and have a significant effect on business …
Persistent link: https://www.econbiz.de/10003915191
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Shocks to bank lending, risk-taking, securitization, and their role for US business cycle fluctuations
Peersman, Gert; Wagner, Wolf - 2014
Shocks to bank lending, risk-taking and securitization activities that are orthogonal to real economy and monetary policy innovations account for more than 30 percent of U.S. output variation. The dynamic effects, however, depend on the type of shock. Expansionary securitization shocks lead to a...
Persistent link: https://www.econbiz.de/10010257361
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Bank Credit and Default in Infinite Horizon
Goodhart, Charles - 2019
) model featuring deposit issuance via bank credit and endogenous default. We argue that the official policy rate and the … fourth, that money-financed fiscal expansion is effective in raising output and inflation, and accompanied with lower credit …
Persistent link: https://www.econbiz.de/10012858964
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Screening and Loan Origination Time : Lending Standards, Loan Defaults and Bank Failures
Bedayo, Mikel; Jiménez, Gabriel; Peydró, José-Luis; … - 2021
credit register from Spain, with the time of a loan application and its granting. When VIX is lower (booms), banks shorten …
Persistent link: https://www.econbiz.de/10013247552
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What drives banks' credit standards? : an analysis based on a large bank-firm panel
Faccia, Donata; Hünnekes, Franziska; Köhler-Ulbrich, Petra - 2024
credit standards more than healthier banks, especially for firms with a higher default risk. We also show how credit … deterioration in banks' corporate loan portfolios. Here we find that weaker banks respond more forcefully by tightening their credit …
Persistent link: https://www.econbiz.de/10014486705
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When losses turn into loans : the cost of undercapitalized banks
Blattner, Laura; Farinha, Luísa A.; Rebelo, Francisco - 2019
cutting back on lending but also by reallocating credit to firms in financial distress with prior underreported loan loss … credit reallocation leads to a reallocation of production factors across firms. A partial equilibrium exercise suggests that …
Persistent link: https://www.econbiz.de/10011975387
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Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations
Peersman, Gert - 2014
Shocks to bank lending, risk-taking and securitization activities that are orthogonal to real economy and monetary policy innovations account for more than 30 percent of U.S. output variation. The dynamic effects, however, depend on the type of shock. Expansionary securitization shocks lead to a...
Persistent link: https://www.econbiz.de/10013055428
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Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations
Peersman, Gert - 2014
Shocks to bank lending, risk-taking and securitization activities that are orthogonal to real economy and monetary policy innovations account for more than 30 percent of U.S. output variation. The dynamic effects, however, depend on the type of shock. Expansionary securitization shocks lead to a...
Persistent link: https://www.econbiz.de/10013058143
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Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations
Peersman, Gert - 2014
Shocks to bank lending, risk-taking and securitization activities that are orthogonal to real economy and monetary policy innovations account for more than 30 percent of U.S. output variation. The dynamic effects, however, depend on the type of shock. Expansionary securitization shocks lead to a...
Persistent link: https://www.econbiz.de/10013058207