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Social Sciences x Financial Institutions and Services x Banking x Money and Interest Rates x Financial Regulation x clear all

Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards

Angela Maddaloni and José-Luis Peydró.

in The Review of Financial Studies

June 2011; p ublished online June 2011 .

Journal Article. Subjects: Economics; Banking; Financial Regulation; Money and Interest Rates; Monetary Policy, Central Banking, and the Supply of Money and Credit. 19069 words.

Using a unique dataset of the Euro-area and the U.S. bank lending standards, we find that low (monetary policy) short-term interest rates soften standards for household and corporate loans....

A comparative analysis of macroprudential policies

Yaprak Tavman.

in Oxford Economic Papers

April 2015; p ublished online January 2015 .

Journal Article. Subjects: Financial Regulation; Banking; Monetary Policy, Central Banking, and the Supply of Money and Credit; Money and Interest Rates. 8633 words.

The global financial crisis has clearly shown that macroeconomic stability is not sufficient to guarantee the stability of the financial system. Hence, the recent policy debate has focused...

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The Euro Interbank Repo Market

Loriano Mancini, Angelo Ranaldo and Jan Wrampelmeyer.

in The Review of Financial Studies

July 2016; p ublished online September 2015 .

Journal Article. Subjects: Money and Interest Rates; Monetary Policy, Central Banking, and the Supply of Money and Credit; Economics; Banking; Financial Regulation. 13918 words.

The search for a market design that ensures stable bank funding is at the top of regulators' policy agenda. This paper empirically shows that the central counterparty (CCP)-based euro...

Financial Firm Bankruptcy and Contagion

Jean Helwege and Gaiyan Zhang.

in Review of Finance

July 2016; p ublished online October 2015 .

Journal Article. Subjects: Banking; Investment Banking; Financial Regulation; Corporate Governance; Bankruptcy; Money and Interest Rates; Monetary Policy, Central Banking, and the Supply of Money and Credit; Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook. 18538 words.

The Lehman bankruptcy highlights the potential for interconnectedness to cause negative externalities through counterparty contagion, but the externalities may also arise from information...

Financial Intermediation, the Mortgage Market, and Macroprudential Regulation

Jenny Körner.

in CESifo Economic Studies

March 2018; p ublished online March 2018 .

Journal Article. Subjects: Money and Interest Rates; Prices, Business Fluctuations, and Cycles; Banking; Financial Regulation. 9879 words.

Abstract

This article analyzes the effects of macroprudential regulation in a dynamic stochastic general equilibrium model (DSGE) model with a mortgage market...

The Impact of Liquidity Regulation on Bank Intermediation

Clemens Bonner and Sylvester C. W. Eijffinger.

in Review of Finance

August 2016; p ublished online November 2015 .

Journal Article. Subjects: Financial Regulation; Banking; Money and Interest Rates. 14337 words.

We analyze the impact of a requirement similar to the Basel III Liquidity Coverage Ratio on the bank intermediation applying Regression Discontinuity Designs. Using a unique dataset on...

Monetary Policy, Risk-Taking, and Pricing: Evidence from a Quasi-Natural Experiment

Vasso Ioannidou, Steven Ongena and José-Luis Peydró.

in Review of Finance

March 2015; p ublished online September 2014 .

Journal Article. Subjects: Money and Interest Rates; Monetary Policy, Central Banking, and the Supply of Money and Credit; Economics; Banking; Financial Regulation; Market Structure, Firm Strategy, and Market Performance. 17902 words.

We study the risk-taking channel of monetary policy in Bolivia, a dollarized country where monetary changes are transmitted exogenously from the USA. We find that a lower policy rate spurs...

Pecuniary Externalities in Economies with Financial Frictions

Eduardo Dávila and Anton Korinek.

in The Review of Economic Studies

January 2018; p ublished online February 2017 .

Journal Article. Subjects: Money and Interest Rates; Banking; Financial Regulation; Welfare Economics. 20495 words.

Abstract

This article characterizes the efficiency properties of competitive economies with financial constraints, in which phenomena such as fire sales and...

Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis

Viral V. Acharya and Ouarda Merrouche.

in Review of Finance

January 2013; p ublished online June 2012 .

Journal Article. Subjects: Financial Regulation; Banking; Monetary Policy, Central Banking, and the Supply of Money and Credit; Money and Interest Rates. 19215 words.

We study the liquidity demand of large settlement banks in the UK and its effect on the money markets before and during the subprime crisis of 2007–08. We find that the liquidity demand of...

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The Procyclical Effects of Bank Capital Regulation

Rafael Repullo and Javier Suarez.

in The Review of Financial Studies

February 2013; p ublished online November 2012 .

Journal Article. Subjects: Banking; Financial Regulation; Money and Interest Rates. 18886 words.

We compare various bank capital regulation regimes using a dynamic equilibrium model of relationship lending in which banks are unable to access the equity markets every period and the...

Recourse and Residential Mortgage Default: Evidence from US States

Andra C. Ghent and Marianna Kudlyak.

in The Review of Financial Studies

September 2011; p ublished online June 2011 .

Journal Article. Subjects: Money and Interest Rates; Banking; Financial Regulation; Property Law; Household Analysis. 22052 words.

We quantify the effect of recourse on default and find that recourse affects default by lowering the borrower's sensitivity to negative equity. At the mean value of the default option for...

Securitization and the Fixed-Rate Mortgage

Andreas Fuster and James Vickery.

in The Review of Financial Studies

January 2015; p ublished online November 2014 .

Journal Article. Subjects: Banking; Financial Regulation; Money and Interest Rates. 15972 words.

Fixed-rate mortgages (FRMs) dominate the U.S. mortgage market, with important consequences for monetary policy, household risk management, and financial stability. We show that the FRM...

When bigger isn’t better: bailouts and bank reform

Marcus Miller, Lei Zhang and Hanhao Li.

in Oxford Economic Papers

April 2013; p ublished online January 2013 .

Journal Article. Subjects: Financial Regulation; Banking; Monetary Policy, Central Banking, and the Supply of Money and Credit; Money and Interest Rates. 11731 words.

Taking retail deposits and lending to SMEs and households were the traditional role of commercial banks: but banking in Britain has been transformed by increasing consolidation and by the...

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