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Risk, capital buffer and bank lending: a granular approach to the adjustment of euro area banks

Author

Listed:
  • Maurin, Laurent
  • Toivanen, Mervi

Abstract

We develop a partial adjustment model in order to estimate the factors contributing to banks JEL Classification: G01, G21

Suggested Citation

  • Maurin, Laurent & Toivanen, Mervi, 2012. "Risk, capital buffer and bank lending: a granular approach to the adjustment of euro area banks," Working Paper Series 1499, European Central Bank.
  • Handle: RePEc:ecb:ecbwps:20121499
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    File URL: https://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1499.pdf
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    References listed on IDEAS

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    8. William Francis & Matthew Osborne, 2009. "Bank regulation, capital and credit supply: Measuring the Impact of Prudential Standards," Occasional Papers 36, Financial Services Authority.
    9. Jose M. Berrospide & Rochelle M. Edge, 2010. "The effects of bank capital on lending: what do we know, and what does it mean?," Finance and Economics Discussion Series 2010-44, Board of Governors of the Federal Reserve System (U.S.).
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    Citations

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    Cited by:

    1. Christoffer Kok & Glenn Schepens, 2013. "Bank reactions after capital shortfalls," Working Paper Research 250, National Bank of Belgium.
    2. Jean-Stéphane Mésonnier & Allen Monks, 2015. "Did the EBA Capital Exercise Cause a Credit Crunch in the Euro Area?," International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 75-117, June.
    3. Raffaella Calabrese & Johan A. Elkink & Paolo Giudici, 2014. "Measuring Bank Contagion in Europe Using Binary Spatial Regression Models," DEM Working Papers Series 096, University of Pavia, Department of Economics and Management.
    4. repec:prg:jnlcfu:v:2017:y:2017:i:4:id:504:p:41-56 is not listed on IDEAS

    More about this item

    Keywords

    banks; capital ratios; credit supply; euro area; partial adjustment model;

    JEL classification:

    • G01 - Financial Economics - - General - - - Financial Crises
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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