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The Shadow Cost of Bank Capital Requirements
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Cited by:
- Reint Gropp & Thomas Mosk & Steven Ongena & Carlo Wix, 2019.
"Banks Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment,"
The Review of Financial Studies, Society for Financial Studies, vol. 32(1), pages 266-299.
- Gropp, Reint E. & Mosk, Thomas & Ongena, Steven & Wix, Carlo, 2016. "Bank response to higher capital requirements: Evidence from a quasi-natural experiment," IWH Discussion Papers 33/2016, Halle Institute for Economic Research (IWH).
- Reint Gropp & Thomas C. Mosk & Steven Ongena & Carlo Wix, 2016. "Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment," Swiss Finance Institute Research Paper Series 16-70, Swiss Finance Institute.
- Gropp, Reint E. & Mosk, Thomas & Ongena, Steven & Wix, Carlo, 2018. "Bank response to higher capital requirements: Evidence from a quasi-natural experiment," SAFE Working Paper Series 156, Leibniz Institute for Financial Research SAFE, revised 2018.
- Opp, Marcus & Harris, Milton & Opp, Christian, 2020.
"The aggregate demand for bank capital,"
CEPR Discussion Papers
14524, C.E.P.R. Discussion Papers.
- Milton Harris & Christian Opp & Marcus Opp, 2020. "The Aggregate Demand for Bank Capital," NBER Working Papers 27858, National Bureau of Economic Research, Inc.
- 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).
- Farkas, Walter & Fringuellotti, Fulvia & Tunaru, Radu, 2020.
"A cost-benefit analysis of capital requirements adjusted for model risk,"
Journal of Corporate Finance, Elsevier, vol. 65(C).
- Walter Farkas & Fulvia Fringuellotti & Radu Tunaru, 2020. "A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk," Swiss Finance Institute Research Paper Series 20-86, Swiss Finance Institute.
- Giovanni Dell’Ariccia & Dalida Kadyrzhanova & Camelia Minoiu & Lev Ratnovski, 2021.
"Bank Lending in the Knowledge Economy,"
The Review of Financial Studies, Society for Financial Studies, vol. 34(10), pages 5036-5076.
- Mr. Giovanni Dell'Ariccia & Dalida Kadyrzhanova & Ms. Camelia Minoiu & Mr. Lev Ratnovski, 2017. "Bank Lending in the Knowledge Economy," IMF Working Papers 2017/234, International Monetary Fund.
- Giovanni Dell'Ariccia & Dalida Kadyrzhanova & Camelia Minoiu & Lev Ratnovski, 2020. "Bank Lending in the Knowledge Economy," Finance and Economics Discussion Series 2020-040, Board of Governors of the Federal Reserve System (U.S.).
- Dell’Ariccia, Giovanni & Minoiu, Camelia & Ratnovski, Lev & Kadyrzhanova, Dalida, 2020. "Bank lending in the knowledge economy," Working Paper Series 2429, European Central Bank.
- Dell'Ariccia, Giovanni & Kadyrzhanova, Dalida & Ratnovski, Lev, 2018. "Bank Lending in the Knowledge Economy," CEPR Discussion Papers 12994, C.E.P.R. Discussion Papers.
- 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.
- Gomes, João F. & Grotteria, Marco & Wachter, Jessica A., 2023. "Foreseen risks," Journal of Economic Theory, Elsevier, vol. 212(C).
- 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).
- van der Plaat, Mark T., 2021. "How to Measure Securitization: A Structural Equation Approach," MPRA Paper 109735, University Library of Munich, Germany.
- Balachandran, Balasingham & Williams, Barry, 2018. "Effective governance, financial markets, financial institutions & crises," Pacific-Basin Finance Journal, Elsevier, vol. 50(C), pages 1-15.
- 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.
- Xiangming Fang & David Jutrsa & Mr. 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.
- 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.
- Arnould, Guillaume & Guin, Benjamin & Ongena, Steven & Siciliani, Paolo, 2020.
"(When) do banks react to anticipated capital reliefs?,"
Bank of England working papers
889, Bank of England.
- Guillaume Arnould & Benjamin Guin & Steven Ongena & Paolo Siciliani, 2020. "(When) Do Banks React to Anticipated Capital Reliefs?," Swiss Finance Institute Research Paper Series 20-113, Swiss Finance Institute.
- Henri Fraisse & Mathias Lé & David Thesmar, 2020.
"The Real Effects of Bank Capital Requirements,"
Management Science, INFORMS, vol. 66(1), pages 5-23, January.
- Fraisse, Henri & Lé, Mathias & Thesmar, David, 2017. "The real effects of bank capital requirements," ESRB Working Paper Series 47, European Systemic Risk Board.
- Fricke, Daniel & Greppmair, Stefan & Paludkiewicz, Karol, 2022. "You can't always get what you want (where you want it): Cross-border effects of the US money market fund reform," Discussion Papers 03/2022, Deutsche Bundesbank.
- Rauf, Asad, 2023. "Bank stability and the price of loan commitments," Journal of Financial Intermediation, Elsevier, vol. 54(C).
- Satish Thosar & Bradley Schwandt, 2019. "Has ‘Too Big To Fail’ Been Solved? A Longitudinal Analysis of Major U.S. Banks," JRFM, MDPI, vol. 12(1), pages 1-14, February.
- João F. Gomes & Marco Grotteria & Jessica Wachter, 2018. "Foreseen Risks," NBER Working Papers 25277, National Bureau of Economic Research, Inc.
- Huang, Ji, 2018. "Banking and shadow banking," Journal of Economic Theory, Elsevier, vol. 178(C), pages 124-152.
- Abbassi, Puriya & Bräuning, Falk, 2018.
"The pricing of FX forward contracts: Micro evidence from banks' dollar hedging,"
Discussion Papers
42/2018, Deutsche Bundesbank.
- Puriya Abbassi & Falk Bräuning, 2018. "The pricing of FX forward contracts: micro evidence from banks’ dollar hedging," Working Papers 18-6, Federal Reserve Bank of Boston.
- Chen, Jiakai, 2022. "Market discipline and regulatory arbitrage: Evidence from ABCP liquidity guarantors," Journal of Banking & Finance, Elsevier, vol. 145(C).
- Zhongjin Lu & Zhongling Qin, 2021. "Leveraged Funds and the Shadow Cost of Leverage Constraints," Journal of Finance, American Finance Association, vol. 76(3), pages 1295-1338, June.
- 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.).
- Maryam Hasannasab & Dimitris Margaritis & Christos Staikouras, 2019. "The financial crisis and the shadow price of bank capital," Annals of Operations Research, Springer, vol. 282(1), pages 131-154, November.
- Gornall, Will & Strebulaev, Ilya A., 2018. "Financing as a supply chain: The capital structure of banks and borrowers," Journal of Financial Economics, Elsevier, vol. 129(3), pages 510-530.
- Gürtler, Marc & Koch, Florian, 2021. "Multidimensional skin in the game," Journal of Mathematical Economics, Elsevier, vol. 97(C).
- Liu, Zehao & Xie, Chengbo, 2021. "Liquidity, capital requirements, and shadow banking," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1379-1388.
- He, Zhiguo & Kelly, Bryan & Manela, Asaf, 2017.
"Intermediary asset pricing: New evidence from many asset classes,"
Journal of Financial Economics, Elsevier, vol. 126(1), pages 1-35.
- Zhiguo He & Bryan Kelly & Asaf Manela, 2016. "Intermediary Asset Pricing: New Evidence from Many Asset Classes," NBER Working Papers 21920, National Bureau of Economic Research, Inc.