Bank Risk-Taking, Securitization, Supervision, and Low Interest Rates: Evidence from Lending Standards pptx

... short- and long-term nominal interest rates, a key question that we want to address in the paper. 19 Bank Risk-Taking, Securitization, Supervision, and Low Interest Rates: Evidence from Lending ... short-term and long-term interest rates on the softening of lending standards directly and also indirectly in conjunction with securitization activity and banking supervision standards. Moreover, ... long-term interest rates on lending standards and loan risk-taking directly (Table 3), and indirectly through the interaction with securitization activity (Table 4), and banking supervision standards...

Bank Risk-Taking, Securitization, Supervision, and Low Interest Rates: Evidence from Lending Standards potx

... of standards to average and riskier borrowers is similar for loans for house purchase, Bank Risk-Taking, Securitization, Supervision, and Low Interest Rates: Evidence from Lending Standards ... rates. Banking regulation and supervision standards Now we analyze whether the impact of low rates on the softening of standards is lower with stronger regulation supervision standards for bank ... central banks request from banks quarterly information on the lending standards they apply to customers and on the loan demand they observe. We find robust evidence that low short-term interest...

Asymmetric adjustment of commercial bank interest rates: evidence from Malaysia and Singapore pdf

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Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market doc

... responses of note and 14The opposite result is obtained by Roley and Sellon (1999), looking at one-day changes on FOMC17Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds ... Surprises and Interest Rates: Evidence from the Fed Funds Futures MarketAbstractThis paper estimates the impact of monetary policy actions on bill, note, and bondyields, using data from the ... Paper 98-19. Federal Reserve Bank of Chicago.Evans, Charles L., & Marshall, David. 1998. Monetary Policy and the Term Structureof Nominal Interest Rates: Evidence and Theory. Carnegie-Rochester...

WORKING PAPER NO. 72 BANK CONCENTRATION AND RETAIL INTEREST RATES pptx

... 2nBbrLkk =¶¶ and n = number of banks; Lk = demand for loans at bank k; rk = interest rate on loans at bank k; rj = interest rate on loans at bank j; r = average interest rate on ... for the Netherlands’ and Finnish banking systems vary between 200 and 350 in the Netherlands and between 350 and 500 in Finland, although the index for time deposits in Finland reaches a peak ... Structure, bank behaviour and monetary policy in the EMU”, in Groningen and the ECB are greatly appreciated.WORKING PAPER NO. 72 BANK CONCENTRATION AND RETAIL INTEREST RATESBY SANDRINE CORVOISIERAND...

LOW INTEREST RATES AND HIGH ASSET PRICES: AN INTERPRETATION IN TERMS OF CHANGING POPULAR MODELS doc

... long-term interest rates and growth rates, we use the present value of one-period interest rates and one-period growth rates of future dividends. This is a nice model in that it has some interesting ... Found 43 P. C. below 1939,” November 26, 1946, p. 15. 18 and modern) relative to interest rate” since 1960. Between 1890 and 1960 there was only one reference to real interest rates (as ... for interest rate adjusted for inflation” or “inflation-adjusted interest rate” or “inflation-indexed interest rate.” These terms together are indeed much rarer than “real interest rate,” and...

WORKING PAPER SERIES NO. 518 / SEPTEMBER 2005: TERM STRUCTURE AND THE SLUGGISHNESS OF RETAIL BANK INTEREST RATES IN EURO AREA COUNTRIES pptx

... Corvoisier, S. and R. Gropp, 2002, Bank concentration and retail interest rates, Journal of Banking and Finance, 26(11), 2155-2189. Cottarelli, C. and A. Kourelis, 1994, Financial structure, bank lending ... emerges from the data. The adjustment tends to be slower when lending rates are below equilibrium in Germany, Belgium and Italy, while the reverse is true in Finland and Spain. In sum, retail bank ... Cottarelli and Kourelis, 1994, and Borio and Fritz 1995). Recent cross-country studies by Donnay and Degryse (2001), Toolsema et al. (2001) Heinemann and Schüller (2002) and Sander and Kleimeier...

The Relationship Between Bank and Interbank Interest Rates during the Financial Crisis: Empirical Results for the Euro Area pptx

... Reserve, the Bank of England, the Bank of Canada, the Bank of Sweden and the Swiss National Bank, with the support of the Bank of Japan, have carried out a coordinated reduction in interest rates: ... of bank interest rates (Cottarelli and Kourelis, 1994): brt= v + φjbrt− jj=1j*∑+ γkmrt−kk=0k*∑+ εt (2) where br and mr are bank and market rates, respectively, and j* and ... Graeve, F., De Jonghe, O., Vander Vennet, R., 2007. Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposits markets. Journal of Banking and Finance 31, pp. 259-278....

Tài liệu Low interest rates: do the risks outweigh the rewards? docx

... Nevertheless, further interest rate increases seem likely, and these may attract even more funds from abroad. This exposes the receiving economies to the risk of rapid and large capital outflows and the reversal ... that the timing of the exit from unconventional monetarypolicy can be determined independently from the exit from low interest rates.The exact sequencing of the exit from those two areas will ... exit Low interest rates and unconventionalmonetary policiescause distortions …… that may create problems in thefuture Low interest rates causedmisallocationsbefore the crisis …… and...

Do Low Interest Rates Sow the Seeds of Financial Crises? pptx

... Diamond and Rajan (2009), Acharya and Naqvi (2010) and Agur and Demertzis (2010) ex-amine the optimal policy when the monetary au thority has a …nancial stability objective. Farhi7 and Tirole ... of bonds only and abstract from outstandi ng bonds for computational reasons.Considering the valua tion e¤ects of current policy in the presence of outstanding bond s might be a n interestingextension ... deposit and equity ratios. The reasonfor the low recovery rate is a low equity to asset ratio of …nancial intermediaries and a very strongdecline of output during contractions. Given a low recovery...

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