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Reserve requirements, liquidity risk, and bank lending behavior

Alper, Koray; Binici, Mahir; Demiralp, Selva; Kara, Hakan; … - 2016

Although reserve requirements have been used in emerging markets to smooth credit cycles, the exact transmission …

Persistent link: https://www.econbiz.de/10011558553

How Does Credit Supply Respond to Monetary Policy and Bank Minimum Capital Requirements?

Aiyar, Shekhar S. - 2014

We use data on UK banks' minimum capital requirements to study the interaction of monetary policy and capital requirement regulation. UK banks were subject to both time-varying capital requirements and changes in interest rate policy. Tightening of either capital requirements or monetary policy...

Persistent link: https://www.econbiz.de/10013047631

Mitigating Financial Stress in a Bank-Financed Economy : Equity Injections into Banks or Purchases of Assets?

Kuehl, Michael - 2016

This paper compares the consequences of equity injections into banks with purchases of corporate and government bonds in a financial crisis situation using a New Keynesian model in which non-financial firms predominantly take non-market-based debt from banks instead of issuing securities. Our...

Persistent link: https://www.econbiz.de/10012988728

Bank capital regulation and endogenous shadow banking crises

Poeschl, Johannes; Zhang, Xue - 2019

We study the macroeconomic effects of bank capital requirements in an economy with two banking sectors. Banks are connected through a wholesale funding market. Anticipated banking crises occur endogenously in the form of self-fulfilling wholesale funding rollover crises. Retail bank capital...

Persistent link: https://www.econbiz.de/10012265800

News-driven international credit cycles

Ozhan, G. Kemal - 2021 - Last updated: December 23, 2021

How does news about future economic fundamentals affect within-country and cross-country credit allocation? How … between 2000-2010, including the changes in the sectoral allocation of bank credit and movements in cross-country borrowing …

Persistent link: https://www.econbiz.de/10012793564

Are Capital Requirements on Small Business Loans Flawed?

Bams, Dennis - 2018

correlated credit risk, the IRB rules should require 45% lower capital requirements for small business loans than what the Basel …

Persistent link: https://www.econbiz.de/10012936672

Are Capital Requirements on Small Business Loans Flawed?

Bams, Dennis - 2018

correlated credit risk, the IRB rules should require 45% lower capital requirements for small business loans than what the Basel …

Persistent link: https://www.econbiz.de/10012940143

Credit-to-GDP gap calculation using multivariate HP filter

Kocsis, Levente; Sallay, Miklós - 2018

Periods of excessive credit growth can imply emergence of systemic financial stress which may result in financial … crisis causing severe losses in the real economy. The base indicators of overheatedness in the credit markets are the … expansion of the credit-to-GDP ratio and its deviation from its long-term trend, the credit-to-GDP gap. When calculating the …

Persistent link: https://www.econbiz.de/10011844478

Understanding bank and nonbank credit cycles : a structural exploration

Durdu, Ceyhun Bora; Zhong, Molin - 2019

We explore the structural drivers of bank and nonbank credit cycles using an estimated medium-scale macro model that … potentially drive bank and nonbank credit growth. We find that sectoral shocks affecting the balance sheets of entrepreneurs who … borrow from the financial sector are important for the business cycle frequency fluctuations in bank and nonbank credit …

Persistent link: https://www.econbiz.de/10012181042

Loan supply and bank capital : a micro-macro linkage

Kick, Thomas; Malinkovich, Swetlana; Merkl, Christian - 2020

In the presence of financial frictions, banks' capital position may constrain their ability to provide loans. The banking sector may thus have important feedback effects on the macroeconomy. To shed new light on this issue, we combine two approaches. First, we use microeconomic balance sheet...

Persistent link: https://www.econbiz.de/10012214741