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Citations for "Credit Cycles, Credit Risk, and Prudential Regulation"

by Gabriel Jiménez & Jesús Saurina

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  1. Vincent Bouvatier & Laetitia Lepetit, 2012. "Effects of loan loss provisions on growth in bank lending : some international comparisons," Post-Print hal-01098963, HAL.
  2. Catherine Bruneau & Olivier De Bandt & W. Elamri, 2012. "Macroeconomic Fluctuations and Corporate financial Fragility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00666757, HAL.
  3. Fungáčová, Zuzana & Jakubik, Petr, 2012. "Bank stress tests as an information device for emerging markets : The case of Russia," BOFIT Discussion Papers 3/2012, Bank of Finland, Institute for Economies in Transition.
  4. Aleš Melecký & Martin Melecký & Monika Šulganová, 2015. "Úvěry v selhání a makroekonomika: modelování systémového kreditního rizika v České republice
    [Non-Performing Loans and The Macroeconomy: Modeling the Systemic Credit Risk in the Czech Republic]
    ," Politická ekonomie, University of Economics, Prague, vol. 2015(8), pages 921-947.
  5. Vincent Bouvatier & Antonia Lopez Villavicencio & Valérie Mignon, 2012. "Does the banking sector structure matter for credit procyclicality," Post-Print hal-01385821, HAL.
  6. Stefan Kerbl & Michael Sigmund, 2011. "What Drives Aggregate Credit Risk?," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 22, pages 72-87.
  7. Fungáčová, Zuzana & Turk-Ariss, Rima & Weill, Laurent, 2013. "Does excessive liquidity creation trigger bank failures?," BOFIT Discussion Papers 2/2013, Bank of Finland, Institute for Economies in Transition.
  8. Mercè Sala-Rios & Teresa Torres-Solé & Mariona Farré-Perdiguer, 2016. "Credit and business cycles’ relationship: evidence from Spain," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 15(3), pages 149-171, December.
  9. Santiago Fernández de Lis & Alicia Garcia-Herrero, 2010. "Dynamic provisioning: Some lessons from existing experiences," Working Papers 1014, BBVA Bank, Economic Research Department.
  10. Mikhail Mamonov, 2013. "Bad management, skimping, or both? The relationship between cost efficiency and loan quality in Russian banks," HSE Working papers WP BRP 19/FE/2013, National Research University Higher School of Economics.
  11. Figueroa, Nicolás & Leukhina, Oksana, 2015. "Lending terms and aggregate productivity," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 1-21.
  12. Frey, Rainer, 2015. "Multinational banks' deleveraging in the crisis driven by pre-crisis characteristics and behavior," Discussion Papers 18/2015, Deutsche Bundesbank, Research Centre.
  13. Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2012. "Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments," Working Papers 628, Barcelona Graduate School of Economics.
  14. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Inflation Targeting and Financial Stability: A Perspective from the Developing World," Working Papers Series 324, Central Bank of Brazil, Research Department.
  15. Claudio Borio, 2011. "Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward," BIS Working Papers 354, Bank for International Settlements.
  16. Ahlem Selma Messai & Fathi Jouini, 2013. "Micro and Macro Determinants of Non-performing Loan," International Journal of Economics and Financial Issues, Econjournals, vol. 3(4), pages 852-860.
  17. Maxwell Sandada & Agness Kanhukamwe, 2016. "The study sought to analyse the factors that lead to rising credit risk in the Zimbabwean banking sector," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 12(1), pages 80-94, February.
  18. Santiago Fernández de Lis & Alicia García-Herrero, 2012. "Dynamic Provisioning: Some Lessons from Experience," Chapters, in: Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia, chapter 4 Edward Elgar Publishing.
  19. DellAriccia, Giovanni & Igan, Deniz & Laeven, Luc, 2008. "Credit Booms and Lending Standards: Evidence From The Subprime Mortgage Market," CEPR Discussion Papers 6683, C.E.P.R. Discussion Papers.
  20. Borio, C., 2009. "Implementing the macroprudential approach to financial regulation and supervision," Financial Stability Review, Banque de France, issue 13, pages 31-41, September.
  21. Diana Bonfim, 2007. "Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics," Working Papers w200707, Banco de Portugal, Economics and Research Department.
  22. Bilal Mehmood & Haider Mahmood & Raisa Shabbir Ahmed, 2014. "Macro-Financial Covariates of Non-Performing Loans (NPLs) in Pakistani Commercial Banks: A Reexamination Using GMM Estimator," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 2(11), pages 443-448, November.
  23. Aivazian, Varouj & Gu, Xinhua & Qiu, Jiaping & Huang, Bihong, 2015. "Loan collateral, corporate investment, and business cycle," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 380-392.
  24. Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2011. "Anchoring countercyclical capital buffers: the role of credit aggregates," BIS Working Papers 355, Bank for International Settlements.
  25. Jeong, Sangjun & Jung, Hueechae, 2011. "Banks' wholesale funding and credit procyclicality: evidence from Korea," MPRA Paper 35568, University Library of Munich, Germany.
  26. Vasiliki MAKRI & Konstantinos PAPADATOS, 2016. "Determinants Of Loan Quality: Lessons From Greek Cooperative Banks," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 17, pages 115-140, June.
  27. Rötheli, Tobias F., 2010. "Causes of the financial crisis: Risk misperception, policy mistakes, and banks' bounded rationality," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 39(2), pages 119-126, April.
  28. Gross, Marco & Población, Javier, 2015. "A false sense of security in applying handpicked equations for stress test purposes," Working Paper Series 1845, European Central Bank.
  29. Robert Kelly & Kieran Mcquinn & Rebecca Stuart, 2011. "Exploring the Steady-State Relationship Between Credit and GDP for a Small Open Economy–The Case Of Ireland," The Economic and Social Review, Economic and Social Studies, vol. 42(4), pages 455-477.
  30. Vincent Bouvatier & Laetitia Lepetit, 2011. "Canal des provisions bancaires et cyclicité du marché du crédit," Post-Print hal-00785400, HAL.
  31. Konstantin Belyaev & Aelita Belyaeva & Tomas Konecny & Jakub Seidler & Martin Vojtek, 2012. "Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic," Working Papers 2012/12, Czech National Bank, Research Department.
  32. Seidler, Jakub & Gersl, Adam, 2012. "Excessive credit growth and countercyclical capital buffers in basel III: an empirical evidence from central and east european countries," MPRA Paper 42541, University Library of Munich, Germany.
  33. Jorge A Chan-Lau, 2006. "Fundamentals-Based Estimation of Default Probabilities - A Survey," IMF Working Papers 06/149, .
  34. Marco Venuti, 2012. "The proposal for updating the EU Accounting Directives: The adequacy of the proposal versus the legislative targets," FINANCIAL REPORTING, FrancoAngeli Editore, vol. 2012(4), pages 65-85.
  35. Buncic, Daniel & Melecky, Martin, 2012. "Macroprudential stress testing of credit risk : a practical approach for policy makers," Policy Research Working Paper Series 5936, The World Bank.
  36. Vincent Bouvatier & Antonia Lopez Villavicencio & Valérie Mignon, 2014. "Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality," Post-Print hal-01385908, HAL.
  37. Faiçal Belaid, 2014. "Loan quality determinants: evaluating the contribution of bank-specific variables, macroeconomic factors and firm level information," IHEID Working Papers 04-2014, Economics Section, The Graduate Institute of International Studies.
  38. Athanasoglou, Panayiotis & Ioannis, Daniilidis & Manthos, Delis, 2013. "Bank procyclicality and output: Issues and policies," MPRA Paper 50830, University Library of Munich, Germany.
  39. Kick, Thomas & Pausch, Thilo & Ruprecht, Benedikt, 2015. "The winner's curse: Evidence on the danger of aggressive credit growth in banking," Discussion Papers 32/2015, Deutsche Bundesbank, Research Centre.
  40. Sigridur Benediktsdottir & Jon Danielsson & Gylfi Zoega, 2011. "Lessons from a collapse of a financial system," Economic Policy, CEPR;CES;MSH, vol. 26(66), pages 183-231, 04.
  41. Patrick Van Roy, 2008. "Capital Requirements and Bank Behaviour in the Early 1990: Cross-Country Evidence," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 29-60, September.
  42. Niu, Jijun, 2016. "Loan growth and bank valuations," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 185-191.
  43. Rafael Repullo & Jesús Saurina & Carlos Trucharte, 2010. "Mitigating the pro-cyclicality of Basel II," Working Papers 1028, Banco de España;Working Papers Homepage.
  44. Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez, 2010. "Does monetary policy affect bank risk-taking?," BIS Working Papers 298, Bank for International Settlements.
  45. di Iasio, Giovanni, 2013. "Incentives and financial crises: Microfounded macroprudential regulation," Journal of Financial Intermediation, Elsevier, vol. 22(4), pages 627-638.
  46. Martha López & Fernando Tenjo & Hector Zárate, 2014. "Credit Cycles, Credit Risk and Countercyclical Loan Provisions," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(74), pages 9-17, Junio.
  47. Solomon SAMANHYIA & Kofi MINTAH OWARE & Frederick ANISOM-YAANSAH, 2016. "Financial Distress and Bankruptcy Prediction: Evidence from Ghana," Expert Journal of Finance, Sprint Investify, vol. 4, pages 52-65.
  48. Claudio Borio & Haibin Zhu, 2008. "Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?," BIS Working Papers 268, Bank for International Settlements.
  49. Vasiliki Makri, 2016. "Towards an Investigation of Credit Risk Determinants in Eurozone Countries," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 15(1), pages 27-57, March.
  50. John Bonin & Marko Kosak, 2013. "Loan/Loss Provisioning in Emerging Europe: Precautionary or Pro-Cyclical?," Wesleyan Economics Working Papers 2013-010, Wesleyan University, Department of Economics.
  51. Christian H Ebeke & Boileau Loko & Arina Viseth, 2014. "Credit Quality in Developing Economies; Remittances to the Rescue?," IMF Working Papers 14/144, .
  52. repec:agr:journl:v:5(594):y:2014:i:5(594):p:127-`46 is not listed on IDEAS
  53. Stefano Puddu, 2013. "Real Sector and Banking System: Real and Feedback Effects. A Non-Linear VAR Approach," IRENE Working Papers 13-01, IRENE Institute of Economic Research.
  54. Castro, Vítor, 2013. "Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI," Economic Modelling, Elsevier, vol. 31(C), pages 672-683.
  55. Jiminez, G. & Ongena, S. & Saurina, J., 2007. "Hazardous Times for Monetary Policy : What do Twenty-three Million Bank Loans Say about the Effects of Monetary Policy on Credit Risk?," Discussion Paper 2007-75, Tilburg University, Center for Economic Research.
  56. Bertrand Gruss & Silvia Sgherri, 2009. "The Volatility Costs of Procyclical Lending Standards: An Assessment Using a DSGE Model," Economics Working Papers ECO2009/07, European University Institute.
  57. Grigori Fainstein & Igor Novikov, 2011. "The role of macroeconomic determinants in credit risk measurement in transition country: Estonian example," International Journal of Transitions and Innovation Systems, Inderscience Enterprises Ltd, vol. 1(2), pages 117-137.
  58. Tarsila S. Afanasieff & Fabiana L. C. A. Carvalho & Eduardo C. de Castro & Rodrigo L. P. Coelho & Jaime Gregório, 2015. "Implementing Loan-to-Value Ratios: The Case of Auto Loans in Brazil (2010-11)," Working Papers Series 380, Central Bank of Brazil, Research Department.
  59. Aldegwy, Mohamed & Thiemann, Matthias, 2016. "How economics got it wrong: Formalism, equilibrium modelling and pseudo-optimization in banking regulatory studies," SAFE Working Paper Series 138, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  60. Claudio Borio & Mathias Drehmann, 2011. "Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.), Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 4, pages 063-123 Central Bank of Chile.
  61. Frey, Rainer, 2016. "Multinational banks’ deleveraging in the Global Financial Crisis," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 90-113.
  62. Debarshi Ghosh Author_Email: debarshi07@gmail.com & Sukanya Ghosh, 2011. "Management Of Non-Performing Assets In Public Sector Banks: Evidence From India," International Conference on Management (ICM 2011) Proceeding 2011-057-173, Conference Master Resources.
  63. George Papadopoulos & Savas Papadopoulos & Thomas Sager, 2016. "Credit risk stress testing for EU15 banks: a model combination approach," Working Papers 203, Bank of Greece.
  64. Vincent Bouvatier & Laetitia Lepetit, 2012. "Provisioning rules and bank lending: A theoretical model," Post-Print hal-01385804, HAL.
  65. Ryuichi Nakagawa & Hirofumi Uchida, 2004. "Herd Behavior in the Japanese Loan Market: Evidence from Bank Panel Data," Econometric Society 2004 Australasian Meetings 161, Econometric Society.
  66. Emilia Bonaccorsi di Patti & Alessio D’Ignazio & Marco Gallo & Giacinto Micucci, 2015. "The Role of Leverage in Firm Solvency: Evidence From Bank Loans," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(2), pages 253-286, July.
  67. Thiemann, Matthias & Aldegwy, Mohamed & Ibrocevic, Edin, 2016. "Understanding the shift from micro to macro-prudential thinking: A discursive network analysis," SAFE Working Paper Series 136, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  68. Azar Ghyasi, 2016. "Effect of Macroeconomic Factors on Credit Risk of Banks in Developed and Developing Countries: Dynamic Panel Method," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1937-1944.
  69. Wahyoe Soedarmono & Amine Tarazi & Agusman Agusman & Gary S. Monroe & Dominic Gasbarro, 2016. "Loan Loss Provisions and Lending Behavior of Banks: Do Information Sharing and Borrower Legal Rights Matter?," Working Papers hal-01316717, HAL.
  70. Carlos Pérez Montes, 2013. "Estimation of Regulatory Credit Risk Models," Working Papers 1305, Banco de España;Working Papers Homepage.
  71. Ojo, Marianne, 2010. "BASEL III: responses to consultative documents, vital aspects of the consultative processes and the journey culminating in the present framework (Part 1)," MPRA Paper 32869, University Library of Munich, Germany, revised Aug 2011.
  72. Hong Liu & Phil Molyneux & John O. S. Wilson, 2013. "Competition And Stability In European Banking: A Regional Analysis," Manchester School, University of Manchester, vol. 81(2), pages 176-201, 03.
  73. Bruna Škarica, 2013. "Determinants of Non-Performing Loans in Central and Eastern European Countries," EFZG Working Papers Series 1307, Faculty of Economics and Business, University of Zagreb.
  74. Masazumi Hattori & Kazuhiko Ohashi, 2009. "Incentives to Issue Low-Quality Securitized Products in the OTD Business Model," IMES Discussion Paper Series 09-E-26, Institute for Monetary and Economic Studies, Bank of Japan.
  75. Ellis Kofi, Akwaa-Sekyi & Portia, Bosompra, 2015. "Determinants of business loan default in Ghana," MPRA Paper 71961, University Library of Munich, Germany.
  76. Vuslat Us, 2016. "Determinants of Non-Performing Loans in the Turkish Banking Sector : What Has Changed After the Global Crisis?," CBT Research Notes in Economics 1627, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  77. Rodolfo Maino & Patrick A. Imam & Yasuhisa Ojima, 2013. "Macroprudential Policies for a Resource Rich Economy The Case of Mongolia," IMF Working Papers 13/18, .
  78. Ojo, Marianne, 2011. "Great expectations, predictable outcomes and the G20's response to the recent global financial crisis," MPRA Paper 28550, University Library of Munich, Germany.
  79. Reinout De Bock & Alexander Demyanets, 2012. "Bank Asset Quality in Emerging Markets; Determinants and Spillovers," IMF Working Papers 12/71, .
  80. Gabriel Jiménez & Steven Ongena & José Luis Peydró & Jesús Saurina, 2009. "Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?," Working Papers 0833, Banco de España;Working Papers Homepage.
  81. Marcin Łupiński, 2013. "Statistical Data and Models Used for Analysis and Management of Financial Stability at the Macro Level," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 32.
  82. Pérez Montes, Carlos, 2014. "The effect on competition of banking sector consolidation following the financial crisis of 2008," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 124-136.
  83. CLICHICI, Dorina & COLESNICOVA, Tatiana, 2014. "The Impact Of Macroeconomic Factors On Non-Performing Loans In The Republic Of Moldova," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 1(1), pages 73-78.
  84. Carlos Perez Montes, 2015. "Estimation of Regulatory Credit Risk Models," Journal of Financial Services Research, Springer;Western Finance Association, vol. 48(2), pages 161-191, October.
  85. Ravn, Søren Hove, 2016. "Endogenous credit standards and aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 89-111.
  86. Adam Głogowski, 2008. "Macroeconomic determinants of Polish banks’ loan losses – results of a panel data study," National Bank of Poland Working Papers 53, National Bank of Poland, Economic Institute.
  87. Solntsev, O. & Mamonov, M. & Pestova, A. & Magomedova, Z., 2011. "Experience in Developing Early Warning System for Financial Crises and the Forecast of Russian Banking Sector Dynamic in 2012," Journal of the New Economic Association, New Economic Association, issue 12, pages 41-76.
  88. Us, Vuslat, 2017. "Dynamics of non-performing loans in the Turkish banking sector by an ownership breakdown: The impact of the global crisis," Finance Research Letters, Elsevier, vol. 20(C), pages 109-117.
  89. Louhichi, Awatef & Boujelbene, Younes, 2016. "Credit risk, managerial behaviour and macroeconomic equilibrium within dual banking systems: Interest-free vs. interest-based banking industries," Research in International Business and Finance, Elsevier, vol. 38(C), pages 104-121.
  90. Adam Gersl & Jakub Seidler, 2011. "Excessive Credit Growth as an Indicator of Financial (In)Stability and its Use in Macroprudential Policy," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2010/2011, chapter 0, pages 112-122 Czech National Bank, Research Department.
  91. Iulia Andreea Bucur & Simona Elena Dragomirescu, 2014. "The Influence Of Macroeconomic Conditions On Credit Risk: Case Of Romanian Banking System," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 19.
  92. Yunyong Thaicharoen & Rungporn Roengpitya & Jiranit Chaowalit & Songklod Rastapana, 2009. "Developing the Efficient and Resilient Financial System for Thailand: Lessons from the Crisis and Challenges Ahead," Working Papers 2009-04, Economic Research Department, Bank of Thailand.
  93. Frait, Jan & Gersl, Adam & Seidler, Jakub, 2011. "Credit growth and financial stability in the Czech Republic," Policy Research Working Paper Series 5771, The World Bank.
  94. Schechtman, Ricardo, 2013. "Default matrices: A complete measurement of banks’ consumer credit delinquency," Journal of Financial Stability, Elsevier, vol. 9(4), pages 460-474.
  95. Kobayashi, Teruyoshi, 2011. "Firm entry, credit availability and monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1245-1272, August.
  96. Guizani, Brahim & Watanabe, Wako, 2016. "The effects of public capital infusions on banks’ risk-shifting to the deposit insurance system in Japan," Journal of Financial Stability, Elsevier, vol. 26(C), pages 15-30.
  97. Ojo, Marianne, 2010. "BASEL III – Responses to consultative documents, vital aspects of the consultative processes and the journey culminating in the present framework," MPRA Paper 25975, University Library of Munich, Germany.
  98. Craigwell, Roland C & Elliott, Wayne A, 2011. "Loan loss provisioning in the commercial banking system of Barbados: practices and determinants," MPRA Paper 33426, University Library of Munich, Germany.
  99. Dermine, J. & Neto de Carvalho, C., 2008. "Bank loan-loss provisioning, central bank rules vs. estimation: The case of Portugal," Journal of Financial Stability, Elsevier, vol. 4(1), pages 1-22, April.
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