Showing 1 - 10 of 148,659
Systemically Important Banks (G-SIBs) on bank lending behaviour. Using a difference-in-differences estimation strategy, we find no … effect of the reforms on overall credit supply, while at the same time documenting a substantial decline in borrower- and …
Persistent link: https://www.econbiz.de/10012299026
question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …
Persistent link: https://www.econbiz.de/10012643066
question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …
Persistent link: https://www.econbiz.de/10012064522
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O … O-SII reduced, in the short-term, their credit supply to households and financial sectors and shifted their lending to … less risky counterparts within the non-financial corporations. In the medium-term, the impact on credit supply is defused …
Persistent link: https://www.econbiz.de/10012024808
parameters affect bank credit supply … many of these loans are held by more than one bank. We study differences in banks' estimates of risk parameters used to …
Persistent link: https://www.econbiz.de/10013065553
large U.S. banks assign to syndicated loans for regulatory capital purposes. Using internal bank data on loans that had PDs … and LGDs assigned by more than one bank, we find substantial dispersion in these parameters. Banks differ substantially in … PDs, but only a few set PDs systematically higher or lower than the median bank. However, many banks differ from the …
Persistent link: https://www.econbiz.de/10013061902
Persistent link: https://www.econbiz.de/10014514435
Persistent link: https://www.econbiz.de/10012201906
Persistent link: https://www.econbiz.de/10011712252