Effects Of Bank Capital On Lending

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Effects Of Bank Capital On Lending

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Author : Joseph M. Berrospide
language : en
Publisher: DIANE Publishing
Release Date : 2011-04

Effects Of Bank Capital On Lending written by Joseph M. Berrospide and has been published by DIANE Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-04 with Business & Economics categories.

The effect of bank capital on lending is a critical determinant of the linkage between financial conditions and real activity, and has received especial attention in the recent financial crisis. The authors use panel-regression techniques to study the lending of large bank holding companies (BHCs) and find small effects of capital on lending. They then consider the effect of capital ratios on lending using a variant of Lown and Morgan's VAR model, and again find modest effects of bank capital ratio changes on lending. The authors¿ estimated models are then used to understand recent developments in bank lending and, in particular, to consider the role of TARP-related capital injections in affecting these developments. Illus. A print on demand pub.

Bank Capital And Lending An Extended Framework And Evidence Of Nonlinearity

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Author : Mr.Mario Catalan
language : en
Publisher: International Monetary Fund
Release Date : 2017-11-16

Bank Capital And Lending An Extended Framework And Evidence Of Nonlinearity written by Mr.Mario Catalan and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-16 with Business & Economics categories.

This paper studies the transmission of bank capital shocks to loan supply in Indonesia. A series of theoretically founded dynamic panel data models are estimated and find nonlinear effects of capital on loan growth: the response of weaker banks to changes in their capital positions is larger than that of stronger banks. This non-linearity implies that not only the level of capital but also its distribution across banks in the financial system affects the transmission of shocks to aggregate lending. Likewise, the effects of bank recapitalization on loan growth depend on banks’ starting capital positions and the size of capital injections.

The Effects Of Bank Capital On Lending

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Author :
language : en
Publisher:
Release Date : 2010

The Effects Of Bank Capital On Lending written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Bank capital categories.

"The effect of bank capital on lending is a critical determinant of the linkage between financial conditions and real activity, and has received especial attention in the recent financial crisis. We use panel-regression techniques following Bernanke and Lown (1991) and Hancock and Wilcox (1993, 1994) to study the lending of large bank holding companies (BHCs) and find small effects of capital on lending. We then consider the effect of capital ratios on lending using a variant of Lown and Morgan's (2006) VAR model, and again find modest effects of bank capital ratio changes on lending. These results are in marked contrast to estimates obtained using simple empirical relations between aggregate commercial-bank assets and leverage growth, which have recently been very influential in shaping forecasters' and policymakers' views regarding the effects of bank capital on loan growth. Our estimated models are then used to understand recent developments in bank lending and, in particular, to consider the role of TARP-related capital injections in affecting these developments."--Abstract.

Benefits And Costs Of Bank Capital

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Author : Jihad Dagher
language : en
Publisher: International Monetary Fund
Release Date : 2016-03-03

Benefits And Costs Of Bank Capital written by Jihad Dagher and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-03-03 with Business & Economics categories.

The appropriate level of bank capital and, more generally, a bank’s capacity to absorb losses, has been at the core of the post-crisis policy debate. This paper contributes to the debate by focusing on how much capital would have been needed to avoid imposing losses on bank creditors or resorting to public recapitalizations of banks in past banking crises. The paper also looks at the welfare costs of tighter capital regulation by reviewing the evidence on its potential impact on bank credit and lending rates. Its findings broadly support the range of loss absorbency suggested by the Financial Stability Board (FSB) and the Basel Committee for systemically important banks.

Bank Capital And Loan Loss Reserves Under Basel Ii

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Author : Giovanni Majnoni
language : en
Publisher: World Bank Publications
Release Date : 2004

Bank Capital And Loan Loss Reserves Under Basel Ii written by Giovanni Majnoni and has been published by World Bank Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Bank capital categories.

"Majnoni, Miller, and Powell propose an integrated approach to minimum bank capital and loan loss reserves regulation. They break new ground in two main areas. First, the authors provide an explicit measurement of the credit loss distribution for a sample of emerging countries providing a benchmark for discussing the appropriate calibration of new regulatory capital and loan loss provision requirements for non-G10 countries. Second, on normative grounds, they propose a simplified version of the "internal rating based" (IRB) approach as a transition tool that, while retaining a risk-based definition of solvency ratios, implies reduced supervisory monitoring costs and could therefore be of interest to emerging countries where supervisory resources are particularly scarce. This paper--a product of the Finance Cluster Sector Unit, Latin America and the Caribbean Region--is part of a larger effort in the region to analyze the effects of bank capital regulation"--World Bank web site.

The Effects Of Higher Bank Capital Requirements On Credit In Peru

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Author : Xiang Fang
language : en
Publisher: International Monetary Fund
Release Date : 2018-09-28

The Effects Of Higher Bank Capital Requirements On Credit In Peru written by Xiang Fang and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-09-28 with Business & Economics categories.

This paper offers novel evidence on the impact of raising bank capital requirements in the context of an emerging market: Peru. Using quarterly bank-level data and exploiting the adoption of bank-specific capital buffers, we find that higher capital requirements have a short-lived, negative impact on bank credit in Peru, although this effect becomes statistically insignificant in about half a year. This finding is robust to estimating different specifications to address concerns about the exogeneity of capital requirements. The fact that the reform was gradual and pre-announced and that banks were highly profitable at the time could explain the short-lived effects on credit.

Basel Iii And Bank Lending Evidence From The United States And Europe

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Author : Mr.Sami Ben Naceur
language : en
Publisher: International Monetary Fund
Release Date : 2017-11-15

Basel Iii And Bank Lending Evidence From The United States And Europe written by Mr.Sami Ben Naceur and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-15 with Business & Economics categories.

Using data on commercial banks in the United States and Europe, this paper analyses the impact of the new Basel III capital and liquidity regulation on bank-lending following the 2008 financial crisis. We find that U.S. banks reinforce their risk absorption capacities when expanding their credit activities. Capital ratios have significant, negative impacts on bank-retail-and-other-lending-growth for large European banks in the context of deleveraging and the “credit crunch” in Europe over the post-2008 financial crisis period. Additionally, liquidity indicators have positive but perverse effects on bank-lending-growth, which supports the need to consider heterogeneous banks’ characteristics and behaviors when implementing new regulatory policies.

Effects Of Bank Capital Requirements On Lending By Banks And Non Bank Financial Institutions

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Author : Peter Bednarek
language : en
Publisher:
Release Date : 2023

Effects Of Bank Capital Requirements On Lending By Banks And Non Bank Financial Institutions written by Peter Bednarek and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023 with categories.

What is the impact of a sudden and sizeable increase in bank capital requirements on the lending activity by directly affected banks and by non-affected non-bank financial institutions (NBFIs)? To answer this question, we apply a difference-in-differences methodology around the capital exercise by the European Banking Authority (EBA) in 2011 with German credit register data. We find that insurance companies, financial enterprises, and factoring companies - but not leasing companies - and Non-EBA banks expand their corporate lending relative to EBA banks. In particular, NBFIs use the opportunity to expand their credit activities, in riskier and more competitive borrower segments, but NBFIs do not seem to rely on increased bank funding to finance this expansion.

Bank Capital And Lending Behavior

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Author : Leonardo Gambacorta
language : en
Publisher:
Release Date : 2003

Bank Capital And Lending Behavior written by Leonardo Gambacorta and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Bank capital categories.

Bank Lending And Bank Capital

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Author : Robert R. Moore
language : en
Publisher:
Release Date : 1994

Bank Lending And Bank Capital written by Robert R. Moore and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Bank capital categories.