Bank capital requirements and lending in emerging markets: The role of bank characteristics and economic conditions
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Banking and Finance"
DOI: 10.1016/j.jbankfin.2020.105806
Abstract: Abstract This paper offers novel evidence on the impact of raising bank capital requirements on lending in an emerging market and explores heterogeneous effects, depending on bank characteristics and economic conditions. Using quarterly bank-level data… read more here.
Keywords: bank characteristics; capital; economic conditions; capital requirements ... See more keywords
The Real Effects of Capital Requirements and Monetary Policy: Evidence from the United Kingdom
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Banking and Finance"
DOI: 10.1016/j.jbankfin.2021.106237
Abstract: Abstract We examine how changes in capital requirements and monetary policy shocks affect corporate investment during a credit boom. Our empirical analysis uses data on SMEs in the UK between 1998 and 2006, a period… read more here.
Keywords: requirements monetary; capital requirements; monetary policy; capital ... See more keywords
Bank capital requirements, loan guarantees and firm performance
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Financial Intermediation"
DOI: 10.1016/j.jfi.2019.05.002
Abstract: Abstract This paper studies the effects of the bank capital requirements imposed by the European authorities in October 2011 on loan collateral and personal guarantees usage to enhance capital ratios. We use detailed information on… read more here.
Keywords: bank; capital requirements; capital; loan ... See more keywords
An option pricing approach for measuring Solvency Capital Requirements in Insurance Industry
Sign Up to like & getrecommendations! Published in 2018 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2018.05.113
Abstract: Solvency capital requirements indicated by Solvency II against longevity risk involve distortions and inconsistencies caused by the invariance of the longevity shock compared to the age and time assumed by the regulatory model. To overcome… read more here.
Keywords: pricing approach; solvency; solvency capital; capital requirements ... See more keywords
Shadow banking and optimal capital requirements
Sign Up to like & getrecommendations! Published in 2020 at "Review of Economic Dynamics"
DOI: 10.1016/j.red.2020.05.004
Abstract: This paper studies optimal time-varying capital requirements in a general equilibrium model with two types of financial intermediaries: regulated commercial banks (CBs) and unregulated shadow banks (SBs). Subject to capital regulation, each CB faces higher… read more here.
Keywords: capital; capital requirements; finance; effect ... See more keywords
The Macroeconomic Consequences of Bank Capital Requirements
Sign Up to like & getrecommendations! Published in 2019 at "Annals of Economics and Statistics"
DOI: 10.15609/annaeconstat2009.135.0157
Abstract: In the light of the recent crisis, there is now considerable concern about financial cycles and their implications for business fluctuations. Macroprudential policy has thus become part of the policy paradigm. In this work, a… read more here.
Keywords: capital; consequences bank; macroeconomic consequences; capital requirements ... See more keywords