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Do specialization benefits outweigh concentration risks in credit portfolios of German banks?
Böve, Rolf; Düllmann, Klaus; Pfingsten, Andreas - 2010
Lending specialization on certain industry sectors can have opposing effects on monitoring (including screening) abilities and on the sectoral concentration risk of a credit portfolio. In this paper, we examine in the first part if monitoring abilities of German cooperative banks and savings...
Persistent link: https://www.econbiz.de/10008701994
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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
In this paper we build a unique dataset to study how banks decide which firms to lend to and how this decision depends on their own situation and the characteristics of their borrowers. We find that weaker capitalised banks adjust their credit standards more than healthier banks, especially for...
Persistent link: https://www.econbiz.de/10014486705
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Modest pass-through of monetary policy to retail rates but no reversal
Adolfsen, Jakob Feveile; Spange, Morten - 2020
In this paper, we search for evidence of a reversal rate in monetary policy based on a sample of Danish banks. Our findings do not point towards a reversal in the pass-through of changes to the monetary policy rate. While the immediate passthrough to bank lending rates has been lower following...
Persistent link: https://www.econbiz.de/10012195077
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Modelling bank asset quality and profitability : an empirical assessment
Swamy, Vighneswara - 2015
literature. This paper seeks to study the determinants of bank asset quality and profitability using panel data techniques and … allows them to finish with lower levels of NPAs. Further, this study investigates the effect of determinants on profitability …, and establishes that while capital adequacy and investment activity significantly affect the profitability of commercial …
Persistent link: https://www.econbiz.de/10010507831
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Lending conditions in EU : the role of credit demand and supply
Kapounek, Svatopluk; Kučerová, Zuzana; Fidrmuc, Jarko - 2017
We analyse the bank lending activity after the financial crisis and focus on bank-specific supply factors. Using a rich microeconomic dataset from Bankscope and macroeconomic shocks data, we employ OLS and 2SLS fixed effects models with banking controls, macroeconomic shocks and institutional...
Persistent link: https://www.econbiz.de/10011598900
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Corporate Loans, Banks’ Internal Risk Estimates and Central Bank Collateral : Evidence from the Euro Area
Calza, Alessandro; Hey, Julius-Benjamin; Parrini, Alessandro - 2021
estimation of risk by banks …
Persistent link: https://www.econbiz.de/10013217542
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Central bank funding and credit risk-taking
Bednarek, Peter; Dinger, Valeriya; Kaat, Daniel Marcel te; … - 2020
This paper examines the relationship between central bank funding and credit risk-taking. Employing comprehensive bank-firm-level data from the German credit registry during 2009:Q1-2014:Q4, we find that borrowing from the central bank is associated with rebalancing of bank portfolios towards...
Persistent link: https://www.econbiz.de/10012250631
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Monetary normalizations and consumer credit : evidence from Fed liftoff and online lending
Bertsch, Christoph; Hull, Isaiah; Zhang, Xin - 2016 - Revised May 2017
On December 16th of 2015, the Fed initiated "liftoff", a critical step in the monetary normalization process. We use a unique panel dataset of 640,000 loan-hour observations to measure the impact of liftoff on interest rates, demand, and supply in the online primary market for uncollateralized...
Persistent link: https://www.econbiz.de/10011901382
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The effects of the financial crisis on cooperative banks in Europe - a critical comparison
Henselmann, Klaus; Ditter, Dominik; Lupp, Philipp - 2016
The financial crisis has highlighted the necessity of discussions on the adequacy of banking regulation and accounting standard-setting for financial institutions. We compare the development of several variables in this context between commercial banks, cooperative banks and savings banks from...
Persistent link: https://www.econbiz.de/10011697409
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Fed liftoff and subprime loan interest rates : evidence from the peer-to-peer lending market
Bertsch, Christoph; Hull, Isaiah; Zhang, Xin - 2016
On December 16th of 2015, the Fed initiated "liftoff," raising the federal funds rate range by 25 basis points and ending a 7-year regime of near-zero rates. We use a unique dataset of 640,000 loan-hour observations to measure the impact of liftoff on interest rates in the peer-to-peer lending...
Persistent link: https://www.econbiz.de/10011457389