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Pro-Cyclical Capital Regulation and Lending
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- Marc Sanchez-Roger & María Dolores Oliver-Alfonso & Carlos Sanchís-Pedregosa, 2018. "Bail-In: A Sustainable Mechanism for Rescuing Banks," Sustainability, MDPI, vol. 10(10), pages 1-18, October.
- Cappelletti, Giuseppe & Reghezza, Alessio & Rodríguez d'Acri, Costanza & Spaggiari, Martina, 2022. "Compositional effects of bank capital buffers and interactions with monetary policy," Journal of Banking & Finance, Elsevier, vol. 140(C).
- Bonaccorsi di Patti, Emilia & Moscatelli, Mirko & Pietrosanti, Stefano, 2023. "The impact of bank regulation on the cost of credit: Evidence from a discontinuity in capital requirements," Journal of Financial Intermediation, Elsevier, vol. 55(C).
- Malovaná, Simona & Kolcunová, Dominika & Brož, Václav, 2019. "Does monetary policy influence banks’ risk weights under the internal ratings-based approach?," Economic Systems, Elsevier, vol. 43(2), pages 1-1.
- Degryse, Hans & Karapetyan, Artashes & Karmakar, Sudipto, 2021.
"To ask or not to ask? Bank capital requirements and loan collateralization,"
Journal of Financial Economics, Elsevier, vol. 142(1), pages 239-260.
- Degryse, Hans & Karapetyan, Artashes & ,, 2018. "To Ask or Not To Ask? Bank Capital Requirements and Loan Collateralization," CEPR Discussion Papers 13331, C.E.P.R. Discussion Papers.
- Amir Amel-Zadeh & Mary E. Barth & Wayne R. Landsman, 2017. "The contribution of bank regulation and fair value accounting to procyclical leverage," Review of Accounting Studies, Springer, vol. 22(3), pages 1423-1454, September.
- Abbassi, Puriya & Schmidt, Michael, 2018.
"A comprehensive view on risk reporting: Evidence from supervisory data,"
Journal of Financial Intermediation, Elsevier, vol. 36(C), pages 74-85.
- Abbassi, Puriya & Schmidt, Michael, 2018. "A comprehensive view on risk reporting: Evidence from supervisory data," Discussion Papers 08/2018, Deutsche Bundesbank.
- David Glancy & Robert Kurtzman, 2022.
"How Do Capital Requirements Affect Loan Rates? Evidence from High Volatility Commercial Real Estate,"
The Review of Corporate Finance Studies, Society for Financial Studies, vol. 11(1), pages 88-127.
- David P. Glancy & Robert J. Kurtzman, 2018. "How do Capital Requirements Affect Loan Rates? Evidence from High Volatility Commercial Real Estate," Finance and Economics Discussion Series 2018-079, Board of Governors of the Federal Reserve System (U.S.).
- Markus Behn & Rainer Haselmann & Vikrant Vig, 2022.
"The Limits of Model‐Based Regulation,"
Journal of Finance, American Finance Association, vol. 77(3), pages 1635-1684, June.
- Behn, Markus Wilhelm & Haselmann, Rainer & Vig, Vikrant, 2014. "The limits of model-based regulation," IMFS Working Paper Series 82, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2016. "The limits of model-based regulation," Working Paper Series 1928, European Central Bank.
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2021. "The Limits of Model-Based Regulation," LawFin Working Paper Series 20, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2014. "The limits of model-based regulation," SAFE Working Paper Series 75, Leibniz Institute for Financial Research SAFE.
- repec:cnb:ocpubc:fsr1718/2 is not listed on IDEAS
- Nina Boyarchenko & Giovanni Favara & Moritz Schularick, 2022.
"Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges,"
Staff Reports
1003, Federal Reserve Bank of New York.
- Nina Boyarchenko & Giovanni Favara & Moritz Schularick, 2022. "Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges," Finance and Economics Discussion Series 2022-006, Board of Governors of the Federal Reserve System (U.S.).
- Fiordelisi, Franco & Fusi, Giulia & Maddaloni, Angela & Marqués-Ibáñez, David, 2022.
"Pandemic lending: micro and macro effects of model-based regulation,"
Working Paper Series
2760, European Central Bank.
- Fiordelisi, Franco & Fusi, Giulia & Maddaloni, Angela & Marqués Ibáñez, David, 2022. "Pandemic lending: Micro and macro effects of model-based regulation," SAFE Working Paper Series 374, Leibniz Institute for Financial Research SAFE.
- Marcel Brautigam & Michel Dacorogna & Marie Kratz, 2019. "Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlighting Factors at its Source," Papers 1903.03969, arXiv.org, revised Dec 2019.
- Saleem Bahaj & Frederic Malherbe, 2020. "The Forced Safety Effect: How Higher Capital Requirements Can Increase Bank Lending," Journal of Finance, American Finance Association, vol. 75(6), pages 3013-3053, December.
- Kabundi, Alain & De Simone, Francisco Nadal, 2022. "Euro area banking and monetary policy shocks in the QE era," Journal of Financial Stability, Elsevier, vol. 63(C).
- Martin Hodula & Zlatuše Komárková & Lukáš Pfeifer, 2021.
"The relationship between capital and liquidity prudential instruments,"
Journal of Regulatory Economics, Springer, vol. 59(1), pages 47-70, February.
- Zlatuse Komarkova & Martin Hodula & Lukas Pfeifer, 2020. "The Relationship between Capital and Liquidity Prudential Instruments," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
- Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne, 2022.
"Contagious margin calls: How COVID-19 threatened global stock market liquidity,"
Journal of Financial Markets, Elsevier, vol. 59(PA).
- Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne, 2020. "Contagious Margin Calls: How Covid-19 threatened global stock market liquidity," UiS Working Papers in Economics and Finance 2020/1, University of Stavanger.
- Tuuli, Saara, 2019. "Model-based regulation and firms' access to finance," Bank of Finland Research Discussion Papers 4/2019, Bank of Finland.
- Rainer Haselmann & Christian Leuz & Sebastian Schreiber, 2022.
"Know Your Customer: Informed Trading by Banks,"
NBER Working Papers
30521, National Bureau of Economic Research, Inc.
- Haselmann, Rainer & Leuz, Christian & Schreiber, Sebastian, 2022. "Know your customer: Informed trading by banks," CFS Working Paper Series 705, Center for Financial Studies (CFS).
- Couaillier, Cyril & Reghezza, Alessio & Rodriguez d’Acri, Costanza & Scopelliti, Alessandro, 2022. "How to release capital requirements during a pandemic? Evidence from euro area banks," Working Paper Series 2720, European Central Bank.
- Rancan, Michela & Cariboni, Jessica & Keasey, Kevin & Vallascas, Francesco, 2023. "Bond issuance and the funding choices of European banks: The consequences of public debt," Journal of Empirical Finance, Elsevier, vol. 74(C).
- Amadxarif, Zahid & Brookes, James & Garbarino, Nicola & Patel, Rajan & Walczak, Eryk, 2019. "The language of rules: textual complexity in banking reforms," Bank of England working papers 834, Bank of England.
- Reghezza, Alessio & Altunbas, Yener & Marques-Ibanez, David & Rodriguez d’Acri, Costanza & Spaggiari, Martina, 2022.
"Do banks fuel climate change?,"
Journal of Financial Stability, Elsevier, vol. 62(C).
- Reghezza, Alessio & Altunbas, Yener & Marqués-Ibáñez, David & Rodriguez d’Acri, Costanza & Spaggiari, Martina, 2021. "Do banks fuel climate change?," Working Paper Series 2550, European Central Bank.
- Dinger, Valeriya & Erman, Lisardo & te Kaat, Daniel Marcel, 2022. "Bank bailouts and economic growth: Evidence from cross-country, cross-industry data," Journal of Financial Stability, Elsevier, vol. 60(C).
- Behn, Markus & Forletta, Marco & Reghezza, Alessio, 2024. "Buying insurance at low economic cost – the effects of bank capital buffer increases since the pandemic," Working Paper Series 2951, European Central Bank.
- Leonardo Gambacorta & Sudipto Karmakar, 2018.
"Leverage and Risk-Weighted Capital Requirements,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(5), pages 153-191, December.
- Leonardo Gambacorta, 2016. "Leverage and Risk Weighted Capital Requirements," Working Papers w201616, Banco de Portugal, Economics and Research Department.
- Gambacorta, Leonardo & Karmakar, Sudipto, 2016. "Leverage and Risk Weighted Capital Requirements," CEPR Discussion Papers 11567, C.E.P.R. Discussion Papers.
- Leonardo Gambacorta & Sudipto Karmakar, 2016. "Leverage and risk weighted capital requirements," BIS Working Papers 586, Bank for International Settlements.
- Sudipto Karmakar & Leonardo Gambacorta, 2017. "Leverage and Risk Weighted Capital Requirements," Working Papers REM 2017/09, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Rainer Haselmann & Paul Wachtel & Jonas Sobott, 2016. "Credit Institutions, Ownership and Bank Lending in Transition Countries," Working Papers 16-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Montagnoli, Alberto & Mouratidis, Konstantinos & Whyte, Kemar, 2021.
"Assessing the cyclical behaviour of bank capital buffers in a finance-augmented macro-economy,"
Journal of International Money and Finance, Elsevier, vol. 110(C).
- Alberto Montagnoli & Konstantinos Mouratidis & Kemar Whyte, 2018. "Assessing the Cyclical Behaviour of Bank Capital Buyers in a Finance-Augmented Macro-Economy," Working Papers 2018003, The University of Sheffield, Department of Economics.
- Favara, Giovanni & Ivanov, Ivan & Rezende, Marcelo, 2021. "GSIB surcharges and bank lending: Evidence from US corporate loan data," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1426-1443.
- Matteo Benetton, 2017. "Lenders' Competition and Macro-prudential Regulation: A Model of the UK Mortgage Supermarket," 2017 Meeting Papers 1001, Society for Economic Dynamics.
- Fiordelisi, Franco & Fusi, Giulia & Maddaloni, Angela & Marqués-Ibáñez, David, 2022. "Model-based regulation: lending in times of Covid," Research Bulletin, European Central Bank, vol. 102.
- Fang, Xiang & Jutrsa, David & Peria, Soledad Martinez & Presbitero, Andrea F. & Ratnovski, Lev, 2022. "Bank capital requirements and lending in emerging markets: The role of bank characteristics and economic conditions," Journal of Banking & Finance, Elsevier, vol. 135(C).
- Gehrig, Thomas & Iannino, Maria Chiara, 2021.
"Did the Basel Process of capital regulation enhance the resiliency of European banks?,"
Journal of Financial Stability, Elsevier, vol. 55(C).
- Gehrig, Thomas Paul & Iannino, Maria Chiara, 2016. "Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?," VfS Annual Conference 2016 (Augsburg): Demographic Change 145743, Verein für Socialpolitik / German Economic Association.
- Gehrig, Thomas & Iannino, Maria Chiara, 2018. "Did the Basel process of capital regulation enhance the resiliency of European Banks?," Bank of Finland Research Discussion Papers 16/2018, Bank of Finland.
- Gehrig, Thomas, 2017. "Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?," CEPR Discussion Papers 11920, C.E.P.R. Discussion Papers.
- Zhang, Cheng & Lee, Yun-Chi & Ho, Kung-Cheng & Shen, Xixi, 2023. "Influence of institutional differences on trade credit use during pandemics," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
- Václav Brož & Lukáš Pfeifer, 2021.
"Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis,"
Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 113-139.
- Vaclav Broz & Lukas Pfeifer & Dominika Kolcunova, 2017. "Are the Risk Weights of Banks in the Czech Republic Procyclical? Evidence from Wavelet Analysis," Working Papers 2017/15, Czech National Bank.
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2014. "Risk weights, lending, and financial stability: Limits to model-based capital regulation," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100430, Verein für Socialpolitik / German Economic Association.
- Jorge Abad & Javier Suarez, 2018.
"The Procyclicality of Expected Credit Loss Provisions,"
Working Papers
wp2018_1806, CEMFI.
- Suarez, Javier & ,, 2018. "The Procyclicality of Expected Credit Loss Provisions," CEPR Discussion Papers 13135, C.E.P.R. Discussion Papers.
- Huang, Chao & Moreira, Fernando & Archibald, Thomas & Yu, Kaidong & Zhang, Xuan, 2023. "The impact of a systemic tax on bank capital holdings, optimal capital requirements and social welfare," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 124-142.
- Peter Bednarek & Daniel Marcel te Kaat & Chang Ma & Alessandro Rebucci, 2021.
"Capital Flows, Real Estate, and Local Cycles:Evidence from German Cities, Banks, and Firms,"
The Review of Financial Studies, Society for Financial Studies, vol. 34(10), pages 5077-5134.
- Rebucci, Alessandro & Bednarek, Peter & te Kaat, Daniel Marcel & Ma, Chang, 2019. "Capital Flows, Real Estate, and Local Cycles: Evidence from German Cities, Banks, and Firms," CEPR Discussion Papers 14187, C.E.P.R. Discussion Papers.
- Peter Bednarek & Daniel Marcel te Kaat & Chang Ma & Alessandro Rebucci, 2020. "Capital Flows, Real Estate, and Local Cycles: Evidence from German Cities, Banks, and Firms," NBER Working Papers 26820, National Bureau of Economic Research, Inc.
- Bednarek, Peter & te Kaat, Daniel Marcel & Ma, Chang & Rebucci, Alessandro, 2019. "Capital flows, real estate, and local cycles: Evidence from German cities, banks, and firms," Discussion Papers 45/2019, Deutsche Bundesbank.
- Balachandran, Balasingham & Williams, Barry, 2018. "Effective governance, financial markets, financial institutions & crises," Pacific-Basin Finance Journal, Elsevier, vol. 50(C), pages 1-15.
- Diemo Dietrich & Achim Hauck, 2020. "Interbank borrowing and lending between financially constrained banks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 347-385, September.
- de Bandt, Olivier & Lecarpentier, Sandrine & Pouvelle, Cyril, 2021.
"Determinants of banks’ liquidity: A French perspective on interactions between market and regulatory requirements,"
Journal of Banking & Finance, Elsevier, vol. 124(C).
- de Bandt Olivier & Lecarpentier Sandrine & Pouvelle Cyril, 2020. "Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements," Working papers 782, Banque de France.
- Olivier de Bandt & Sandrine Lecarpentier & Cyril Pouvelle, 2020. "Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements [Les déterminants de la liquidité bancaire : une perspective française sur les inte," Débats économiques et financiers 35, Banque de France.
- Dainelli, Francesco & Bet, Gianmarco & Fabrizi, Eugenio, 2024.
"The financial health of a company and the risk of its default: Back to the future,"
International Review of Financial Analysis, Elsevier, vol. 95(PB).
- Gianmarco Bet & Francesco Dainelli & Eugenio Fabrizi, 2023. "The financial health of a company and the risk of its default: Back to the future," Papers 2302.10140, arXiv.org.
- Björn Imbierowicz & Axel Löffler & Ursula Vogel, 2021. "The transmission of bank capital requirements and monetary policy to bank lending in Germany," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 144-164, February.
- Christophe Godlewski & Dorota Skala & Laurent Weill, 2019.
"Is Lending by Polish Cooperative Banks Procyclical?,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(4), pages 342-365, August.
- Christophe J. GODLEWSKI & Dorota SKALA & Laurent WEILL, 2018. "Is Lending by Polish Cooperative Banks Procyclical?," Working Papers of LaRGE Research Center 2018-09, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Mathias Lé & Sandrine Lecarpentier & Henri Fraisse & Michel Dietsch, 2019.
"Lower bank capital requirements as a policy tool to support credit to SMEs: evidence from a policy experiment,"
Working Papers
hal-04141885, HAL.
- Michel Dietsch & Henri Fraisse & Mathias Lé & Sandrine Lecarpentier, 2019. "Lower bank capital requirements as a policy tool to support credit to SMEs: evidence from a policy experiment," EconomiX Working Papers 2019-12, University of Paris Nanterre, EconomiX.
- Dietsch Michel & Fraisse Henri & Lé Mathias & Lecarpentier Sandrine, 2020. "Lower Bank Capital Requirements as a Policy Tool to Support Credit to SMEs: Evidence From a Policy Experiment?," Working papers 789, Banque de France.
- Mircea Epure & Irina Mihai & Camelia Minoiu & José-Luis Peydró, 2024.
"Global Financial Cycle, Household Credit, and Macroprudential Policies,"
Management Science, INFORMS, vol. 70(11), pages 8096-8115, November.
- Mircea Epure & Irina Mihai & Camelia Minoiu & José-Luis Peydró, 2017. "Global financial cycle, household credit, and macroprudential policies," Economics Working Papers 1590, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2023.
- Mircea Epure & Irina Mihai & Camelia Minoiu & José-Luis Peydró, 2017. "Global Financial Cycle, Household Credit, and Macroprudential Policies," Working Papers 1006, Barcelona School of Economics.
- Benetton, Matteo & Eckley, Peter & Garbarino, Nicola & Kirwin, Liam & Latsi, Georgia, 2021.
"Capital requirements and mortgage pricing: Evidence from Basel II,"
Journal of Financial Intermediation, Elsevier, vol. 48(C).
- Eckley, Peter & Benetton, Matteo & Latsi, Georgia & Garbarino, Nicola & Kirwin, Liam, 2017. "Specialisation in mortgage risk under Basel II," Bank of England working papers 639, Bank of England.
- Cappelletti, Giuseppe & Reghezza, Alessio & Rodriguez d’Acri, Costanza & Spaggiari, Martina, 2020. "Compositional effects of O-SII capital buffers and the role of monetary policy," Working Paper Series 2440, European Central Bank.
- Lucas Avezum, 2023. "To use or not to use? Capital buffers and lending during a crisis," Working Papers w202308, Banco de Portugal, Economics and Research Department.
- Laura Blattner & Luisa Farinha & Francisca Rebelo, 2017.
"When Losses Turn Into Loans: The Cost of Undercapitalized Banks,"
2017 Papers
pbl215, Job Market Papers.
- Blattner, Laura & Farinha, Luísa & Rebelo, Francisca, 2019. "When losses turn into loans: the cost of undercapitalized banks," Working Paper Series 2228, European Central Bank.
- Blattner, Laura & Farinha, Luisa & Rebelo, Francisco, 2018. "When Losses Turn into Loans: The Cost of Undercapitalized Banks," Research Papers 3688, Stanford University, Graduate School of Business.
- Luísa Farinha & Francisca Rebelo, 2018. "When losses turn into loans: the cost of undercapitalized banks," Working Papers w201816, Banco de Portugal, Economics and Research Department.
- Bert Loudis & Ben Ranish, 2019. "CECL and the Credit Cycle," Finance and Economics Discussion Series 2019-061, Board of Governors of the Federal Reserve System (U.S.).
- Jiang, Haiyun & Xu, Shulin & Cui, Jingwen & Subhani, Ghulam, 2023. "The impact of bank capital, liquidity and funding liquidity on sustainable bank lending: Evidence from MENA region," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 713-726.
- Silviu Oprică & Claudia Schwarz, 2024. "Supervisory forward guidance: the effectiveness of the 2020 euro area supervisory capital relief on the bank credit supply channel," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(1), pages 20-41, March.
- Chen, David Xiao & Friedrich, Christian, 2023.
"The countercyclical capital buffer and international bank lending: Evidence from Canada,"
Journal of International Money and Finance, Elsevier, vol. 139(C).
- David Chen & Christian Friedrich, 2021. "The Countercyclical Capital Buffer and International Bank Lending: Evidence from Canada," Staff Working Papers 21-61, Bank of Canada.
- Xiangming Fang & David Jutrsa & Maria Soledad Martinez Peria & Mr. Andrea F Presbitero & Mr. Lev Ratnovski & Mr. Felix J Vardy, 2018. "The Effects of Higher Bank Capital Requirements on Credit in Peru," IMF Working Papers 2018/222, International Monetary Fund.
- Cucinelli, Doriana & Battista, Maria Luisa Di & Marchese, Malvina & Nieri, Laura, 2018. "Credit risk in European banks: The bright side of the internal ratings based approach," Journal of Banking & Finance, Elsevier, vol. 93(C), pages 213-229.
- Matteo Benetton, 2021. "Leverage Regulation and Market Structure: A Structural Model of the U.K. Mortgage Market," Journal of Finance, American Finance Association, vol. 76(6), pages 2997-3053, December.
- Abbassi, Puriya & Bräuning, Falk, 2023. "Exchange rate risk, banks' currency mismatches, and credit supply," Journal of International Economics, Elsevier, vol. 141(C).
- Altunbas, Yener & Manganelli, Simone & Marques-Ibanez, David, 2017.
"Realized bank risk during the great recession,"
Journal of Financial Intermediation, Elsevier, vol. 32(C), pages 29-44.
- Yener Altunbas & Simone Manganelli & David Marques-Ibanez, 2015. "Realized Bank Risk during the Great Recession," International Finance Discussion Papers 1140, Board of Governors of the Federal Reserve System (U.S.).
- Huang, Chao & Moreira, Fernando & Archibald, Thomas W., 2024. "Should Basel-style liquidity requirements be set countercyclically? Evidence from a numerical analysis," International Review of Financial Analysis, Elsevier, vol. 95(PB).
- Peltonen, Tuomas A. & Gross, Marco & Behn, Markus, 2016.
"Assessing the costs and benefits of capital-based macroprudential policy,"
Working Paper Series
1935, European Central Bank.
- Behn, Markus & Gross, Marco & Peltonen, Tuomas A., 2016. "Assessing the costs and benefits of capital-based macroprudential policy," ESRB Working Paper Series 17, European Systemic Risk Board.
- Duncan, Elizabeth & Horvath, Akos & Iercosan, Diana & Loudis, Bert & Maddrey, Alice & Martinez, Francis & Mooney, Timothy & Ranish, Ben & Wang, Ke & Warusawitharana, Missaka & Wix, Carlo, 2022.
"COVID-19 as a stress test: Assessing the bank regulatory framework,"
Journal of Financial Stability, Elsevier, vol. 61(C).
- Alice Abboud & Elizabeth Duncan & Akos Horvath & Diana A. Iercosan & Bert Loudis & Francis Martinez & Timothy Mooney & Ben Ranish & Ke Wang & Missaka Warusawitharana & Carlo Wix, 2021. "COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework," Finance and Economics Discussion Series 2021-024, Board of Governors of the Federal Reserve System (U.S.).
- Ly, Kim Cuong & Shimizu, Katsutoshi, 2021. "Did Basel regulation cause a significant procyclicality?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
- Mamatzakis, Emmanuel C. & Ongena, Steven & Tsionas, Mike G., 2021. "Does alternative finance moderate bank fragility? Evidence from the euro area," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
- Aikman, David & Haldane, Andrew & Hinterschweiger, Marc & Kapadia, Sujit, 2018. "Rethinking financial stability," Bank of England working papers 712, Bank of England.
- Couaillier, Cyril & Lo Duca, Marco & Reghezza, Alessio & Rodriguez d’Acri, Costanza, 2022. "Caution: do not cross! Capital buffers and lending in Covid-19 times," Working Paper Series 2644, European Central Bank.
- Böhnke, Victoria & Ongena, Steven & Paraschiv, Florentina & Reite, Endre J., 2023.
"Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?,"
Journal of Banking & Finance, Elsevier, vol. 156(C).
- Böhnke, Victoria & Ongena, Steven & Paraschiv, Florentina & Reite, Endre J., 2024. "Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?," Discussion Papers 02/2024, Deutsche Bundesbank.
- Nina Boyarchenko & Domenico Giannone & Anna Kovner, 2020.
"Bank Capital and Real GDP Growth,"
Staff Reports
950, Federal Reserve Bank of New York.
- Nina Boyarchenko & Domenico Giannone & Anna Kovner, 2024. "Bank Capital and Real GDP Growth," Working Paper 24-08, Federal Reserve Bank of Richmond.
- Ren, Meixu & Ke, Konglin & Yu, Xin & Zhao, Jinxuan, 2023. "Local governments' economic growth target pressure and bank loan loss provision: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 1-14.
- Darren K. Hayunga & R. Kelley Pace & Shuang Zhu, 2019. "Borrower Risk and Housing Price Appreciation," The Journal of Real Estate Finance and Economics, Springer, vol. 58(4), pages 544-566, May.
- Buch, Claudia M. & Hilberg, Björn & Tonzer, Lena, 2016.
"Taxing banks: An evaluation of the German bank levy,"
Journal of Banking & Finance, Elsevier, vol. 72(C), pages 52-66.
- Claudia M. Buch & Björn Hilberg & Lena Tonzer, 2014. "Taxing Banks: An Evaluation of the German Bank Levy," CESifo Working Paper Series 4704, CESifo.
- Buch, Claudia M. & Hilberg, Björn & Tonzer, Lena, 2014. "Taxing banks: An evaluation of the German bank levy," Discussion Papers 38/2014, Deutsche Bundesbank.
- Katsutoshi Shimizu & Kim Cuong Ly, 2018. "Did Basel regulations cause a significant procyclicality?," Working Papers 2018-06, Swansea University, School of Management.
- Sandrine Lecarpentier & Olivier de Bandt & Cyril Pouvelle, 2019.
"Determinants of banks' liquidity : a French perspective on market and regulatory ratio interactions,"
Working Papers
hal-04141861, HAL.
- Sandrine Lecarpentier & Cyril Pouvelle & Olivier de Bandt, 2019. "Determinants of banks' liquidity : a French perspective on market and regulatory ratio interactions," EconomiX Working Papers 2019-18, University of Paris Nanterre, EconomiX.
- Nor Faezah Ghazi Ahmad & Nor Aiza Mohd Zamil & Rohaida Basiruddin & Sarah Athirah Saruchi, 2019. "The Ownership Structure, Capital and Bank Lending in Times of Crisis: Islamic Banks versus Conventional Banks," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 9(3), pages 150-159, July.
- Sivec, Vasja & Volk, Matjaž, 2021.
"Bank response to policy-related changes in capital requirements,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 868-877.
- Sivec, Vasja & Volk, Matjaz, 2017. "Bank Response to Policy Related Changes in Capital Requirements," MPRA Paper 83058, University Library of Munich, Germany.
- Gabriel A. Ogunmola & Fengsheng Chien & Ka Yin Chau & Li Li, 2022. "The Influence of Capital Requirement of Basel III Adoption on Banks’ Operating Efficiency: Evidence from U.S. Banks," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 11(2), pages 5-26.
- Imbierowicz, Björn & Löffler, Axel & Vogel, Ursula, 2019. "The transmission of bank capital requirements and monetary policy to bank lending," Discussion Papers 49/2019, Deutsche Bundesbank.
- Bahaj, Saleem & Malherbe, Frederic, 2024.
"The cross-border effects of bank capital regulation,"
Journal of Financial Economics, Elsevier, vol. 160(C).
- Bahaj, Saleem & Malherbe, Frédéric, 2021. "The Cross-border Effects of Bank Capital Regulation," CEPR Discussion Papers 16148, C.E.P.R. Discussion Papers.
- Volk, Matjaž, 2024. "The transmission of targeted monetary policy to bank credit supply," The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 104-112.
- Baviera, Roberto, 2022. "The measure of model risk in credit capital requirements," Finance Research Letters, Elsevier, vol. 44(C).
- Martin Birn & Olivier de Bandt & Simon Firestone & Matías Gutiérrez Girault & Diana Hancock & Tord Krogh & Hitoshi Mio & Donald P. Morgan & Ajay Palvia & Valerio Scalone & Michael Straughan & Arzu Ulu, 2020. "The Costs and Benefits of Bank Capital—A Review of the Literature," JRFM, MDPI, vol. 13(4), pages 1-25, April.
- Pérez Montes, Carlos & Trucharte Artigas, Carlos & Cristófoli, María Elizabeth & Lavín San Segundo, Nadia, 2018. "The impact of the IRB approach on the risk weights of European banks," Journal of Financial Stability, Elsevier, vol. 39(C), pages 147-166.
- Haselmann, Rainer & Leuz, Christian & Schreiber, Sebastian, 2021. "Know Your Customer: Relationship Lending and Bank Trading," LawFin Working Paper Series 22, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
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