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Quality of Bank Capital and Bank Lending Behavior During the Global Financial Crisis
Kosak, Marko - 2014
Using a worldwide bank sample from 2000 to 2010, this article analyzes the determinants of bank lending behavior during … the global financial crisis highlighting the role of bank capital. It reveals that the high quality of the bank funding … strategy (tier 1 bank capital and retail deposits) and prevalent government backing were crucial to continuous bank lending …
Persistent link: https://www.econbiz.de/10013044400
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The countercyclical capital buffer and the composition of bank lending
Auer, Raphael A.; Matyunina, Alexandra; Ongena, Steven - 2021
Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential mortgages on which extra capital requirements were...
Persistent link: https://www.econbiz.de/10012643066
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Proposal on ELBE and LGD in-default : tackling capital requirements after the financial crisis
González, Marta Ramos; Partal Ureña, Antonio; … - 2018
Following the financial crisis, the share of non-performing loans has significantly increased, while the regulatory guidelines on the Internal-Ratings Based (IRB) approach for capital adequacy calculation related to defaulted exposures remains too general. As a result, the high-risk nature of...
Persistent link: https://www.econbiz.de/10011864189
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Financial stability committees and the countercyclical capital buffer
Edge, Rochelle M.; Liang, Jean Nellie - 2020
CCyB, especially relative to countries where a bank regulator or the central bank has the authority to set the CCyB. While …
Persistent link: https://www.econbiz.de/10012170614
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Advancements in stress-testing methodologies for financial stability applications
Budnik, Katarzyna; Marques, Aurea Ponte; Ben Hadj, … - 2024
European Central Bank's Financial Stability Committee Working Group on Stress Testing (WGST). Over a four-year period, the WGST …
Persistent link: https://www.econbiz.de/10014530302
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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
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
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The economic impact of the NPL coverage expectations in the euro area
Budnik, Katarzyna; Dimitrov, Ivan; Groß, Johannes; … - 2022
expectations for NPLs are found to be effective in reducing banks' NPLs. The phase-in of the policies can temporarily reduce bank …
Persistent link: https://www.econbiz.de/10013286744
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The countercyclical capital buffer and the composition of bank lending
Auer, Raphael A.; Ongena, Steven - 2019
Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential mortgages on which extra capital requirements were...
Persistent link: https://www.econbiz.de/10012064522
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Impact of higher capital buffers on banks' lending and risk-taking : evidence from the Euro Area experiments
Cappelletti, Giuseppe; Marques, Aurea Ponte; Varraso, Paolo - 2019
We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …
Persistent link: https://www.econbiz.de/10012024808
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Stress Tests and Capital Requirement Disclosures : Do They Impact Banks' Lending and Risk-Taking Decisions?
Konietschke, Paul; Ongena, Steven; Ponte Marques, Aurea - 2022
How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their corresponding risk-taking, the ensuing effect on their...
Persistent link: https://www.econbiz.de/10013403421