The Impact of Regulatory Stress Tests on Bank Lending and Its Macroeconomic Consequences
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DOI: 10.29412/res.wp.2020.12
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Cited by:
- Lambertini, Luisa & Mukherjee, Abhik, 2022. "Stress tests and loan pricing—Evidence from syndicated loans," Finance Research Letters, Elsevier, vol. 46(PA).
- Paul Konietschke & Steven Ongena & Aurea Ponte Marques, 2022.
"Stress tests and capital requirement disclosures: do they impact banks' lending and risk-taking decisions?,"
Swiss Finance Institute Research Paper Series
22-60, Swiss Finance Institute.
- Konietschke, Paul & Ongena, Steven & Ponte Marques, Aurea, 2022. "Stress tests and capital requirement disclosures: do they impact banks’ lending and risk-taking decisions?," Working Paper Series 2679, European Central Bank.
- Karel Janda & Oleg Kravtsov, 2022. "Regulatory Stress Tests and Bank Responses: Heterogeneous Treatment Effect in Dynamic Settings," International Journal of Central Banking, International Journal of Central Banking, vol. 18(2), pages 1-49, June.
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More about this item
Keywords
banking; regulation; stress testing; portfolio similarity; credit supply;All these keywords.
JEL classification:
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2021-01-04 (Banking)
- NEP-FDG-2021-01-04 (Financial Development and Growth)
- NEP-RMG-2021-01-04 (Risk Management)
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