Capital Requirements, Risk Shifting and the Mortgage Market
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- Uluc, Arzu & Wieladek, Tomasz, 2017. "Capital requirements, risk shifting and the mortgage market," Working Paper Series 2061, European Central Bank.
- Uluc, Arzu & Wieladek, Tomasz, 2015. "Capital requirements, risk shifting and the mortgage market," Bank of England working papers 572, Bank of England.
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Cited by:
- Styliani Belli & Constantina Backinezos, 2016. "The transition to the new methodology for the compilation of balance of payments statistics – BPM6," Economic Bulletin, Bank of Greece, issue 43, pages 19-29, July.
- repec:bog:econbl:y:2016:i:43:p:19-29 is not listed on IDEAS
- repec:bog:econbl:y:2016:i:43:p:55-75 is not listed on IDEAS
- Nikos Vettas & Ioannis Giotopoulos & Evangelia Valavanioti & Svetoslav Danchev, 2016. "The determinants of new firms’ export performance," Economic Bulletin, Bank of Greece, issue 43, pages 7-17, July.
- 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.
- repec:bog:econbl:y:2016:i:43:p:31-53 is not listed on IDEAS
- Sophia Lazaretou, 2016. "The Greek brain drain: the new pattern of Greek emigration during the recent crisis," Economic Bulletin, Bank of Greece, issue 43, pages 31-53, July.
- repec:bog:econbl:y:2016:i:43:p:7-17 is not listed on IDEAS
- Tölö, Eero & Miettinen, Paavo, 2018. "How do shocks to bank capital affect lending and growth?," Research Discussion Papers 25/2018, Bank of Finland.
- Faidon Kalfaoglou, 2016. "Bank recapitalisation: a necessary but not sufficient condition for resuming lending," Economic Bulletin, Bank of Greece, issue 43, pages 55-75, July.
- Patrick van Roy & Gaia Barbic & Anne Koban & Charalampos Kouratzoglou, 2017. "Use of credit registers to monitor financial stability risks: A cross-country application to sectoral risk," IFC Bulletins chapters, in: Bank for International Settlements (ed.),Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
- Holton, Sarah & Rodriguez d’Acri, Costanza, 2018. "Interest rate pass-through since the euro area crisis," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 277-291.
- Tracey, Belinda & Schnittker, Christian & Sowerbutts, Rhiannon, 2017. "Bank capital and risk-taking: evidence from misconduct provisions," Bank of England working papers 671, Bank of England, revised 09 Oct 2018.
- Sumit Agarwal & Xudong An & Lawrence R. Cordell & Raluca Roman, 2020. "Bank Stress Test Results and Their Impact on Consumer Credit Markets," Working Papers 20-30, Federal Reserve Bank of Philadelphia.
- Stijn Ferrari & Mara Pirovano & Pablo Rovira Kaltwasser, 2016. "Systemic risk, macroprudential policy, bank capital requirements, real estate," Working Paper Research 306, National Bank of Belgium.
- Bank for International Settlements, 2018. "Structural changes in banking after the crisis," CGFS Papers, Bank for International Settlements, number 60, Autumn.
More about this item
Keywords
Capital requirements; credit substitution.; loan-level data; mortgage market;JEL classification:
- 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-2016-05-08 (Banking)
- NEP-CBA-2016-05-08 (Central Banking)
- NEP-FMK-2016-05-08 (Financial Markets)
- NEP-PKE-2016-05-08 (Post Keynesian Economics)
- NEP-RMG-2016-05-08 (Risk Management)
- NEP-URE-2016-05-08 (Urban & Real Estate Economics)
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