Risk, Capital Buffer and Bank Lending: A Granular Approach to the Adjustment of Euro Area Banks

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

[1]  Craig Furfine.  Evidence on the Response of Us Banks to Changes in Capital Requirements , 2000 .

[2]  Allen N. Berger,et al.  Did Risk-Based Capital Allocate Bank Credit and Cause a 'Credit Crunch' in the United States? , 1994 .

[3]  J. Stein,et al.  An Analysis of the Impact of 'Substantially Heightened' Capital Requirements on Large Financial Institutions , 2010 .

[4]  Allen N. Berger,et al.  How Do Large Banking Organizations Manage Their Capital Ratios? , 2008 .

[5]  Masao Yoneyama,et al.  CAPITAL REQUIREMENTS AND BANK BEHAVIOUR: THE IMPACT OF THE BASLE ACCORD , 1999 .

[6]  D. Hancock,et al.  Has There Been a "Capital Crunch" in Banking? The Effects on Bank Lending of Real Estate Market Conditions and Bank Capital Shortfalls , 1993 .

[7]  R. E. Shrieves,et al.  Regulation, recession, and bank lending behavior: The 1990 credit crunch , 1995 .

[8]  Eric S. Rosengren,et al.  Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States , 2000 .

[9]  Rochelle M. Edge,et al.  The Effects of Bank Capital on Lending: What Do We Know, and What Does It Mean? , 2010 .

[10]  Christoph Memmel,et al.  How do banks adjust their capital ratios , 2010 .

[11]  B. Hall.  How Has the Basle Accord Affected Bank Portfolios , 1993 .

[12]  Ben S. Bernanke,et al.  The Credit Crunch , 1991 .

[13]  Allen N. Berger,et al.  The role of capital in financial institutions , 1995 .

[14]  Lance Scott.  Neither a borrower nor a lender be. , 2008, Nursing.

[15]  Manju Puri,et al.  Global Retail Lending in the Aftermath of the Us Financial Crisis: Distinguishing between Supply and Demand Effects , 2010 .

[16]  Kevin T. Jacques.  Capital shocks, bank asset allocation, and the revised Basel Accord , 2008 .

[17]  D. Hancock,et al.  Bank capital shocks: Dynamic effects on securities, loans, and capital , 1995 .

[18]  James A. Wilcox,et al.  The “credit crunch” and the availability of credit to small business , 1998 .

[19]  Allen N. Berger,et al.  Did Risk-Based Capital Allocate Bank Credit and Cause a `Credit Crunch' in the U.S.? , 1993 .

[20]  Stephen G. Cecchetti.  Assessing the macroeconomic impact of the transition to stronger capital and liquidity requirements - Interim Report , 2010 .

[21]  Eric S. Rosengren,et al.  Bank regulation and the credit crunch , 1995 .

[22]  Anjan V. Thakor,et al.  Capital Requirements, Monetary Policy, and Aggregate Bank Lending: Theory and Empirical Evidence , 1996 .

[23]  Steven Ongena,et al.  Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications , 2012 .

[24]  M. Osborne,et al.  Bank regulation, capital and credit supply: Measuring the impact of Prudential Standards , 2009 .

[25]  D. Scharfstein,et al.  Bank Lending During the Financial Crisis of 2008 , 2009 .

[26]  David R. Peterson,et al.  Bank holding company capital targets in the early 1990s: The regulators versus the markets , 1995 .

[27]  D. Miles,et al.  Optimal Bank Capital , 2011 .

[28]  Eric S. Rosengren,et al.  The International Transmission of Financial Shocks: The Case of Japan , 1996 .

[29]  P.eter J Nigro,et al.  Risk-based Capital, Portfolio Risk, and Bank Capital: A Simultaneous Equations Approach , 1997 .

[30]  P. Drentea,et al.  Neither a Borrower Nor a Lender Be , 2012, Journal of aging and health.

[31]  Paul M. Horvitz,et al.  Risk-Based Capital Standards and the Credit Crunch , 1995 .

[32]  A. Milne,et al.  The cyclical behaviour of European bank capital buffers , 2008 .

[33]  R. E. Shrieves,et al.  The relationship between risk and capital in commercial banks , 1992 .

[34]  L. Gambacorta,et al.  The Bank Lending Channel: Lessons from the Crisis , 2011, SSRN Electronic Journal.

[35]  Talbot Page,et al.  A Selected Review of the Literature , 1973 .

[36]  İnci Ötker-Robe,et al.  Impact of Regulatory Reforms on Large and Complex Financial Institutions , 2010 .