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Displaying results 1 to 5 of 5.

  1. Monetary and macroprudential policy complementarities
    evidence from European credit registers
    Author: Altavilla, Carlo; Laeven, Luc; Peydró, José-Luis
    Published: March 2021
    Publisher:  Universitat Pompeu Fabra, Department of Economics and Business, Barcelona

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    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 574
    Inter-library loan:
    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Economic working paper series ; no. 1773
    Subjects: credit registers; household loans; corporate loans; monetary policy; macroprudential policy
    Scope: 1 Online-Ressource (circa 64 Seiten), Illustrationen
  2. Monetary and macroprudential policy complementarities
    evidence from European credit registers
    Author: Altavilla, Carlo; Laeven, Luc; Peydró, José-Luis
    Published: March 2021
    Publisher:  GSE, Graduate School of Economics, Barcelona

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 541
    Inter-library loan:
    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Barcelona GSE working paper series ; no 1246
    Subjects: credit registers; household loans; corporate loans; monetary policy; macroprudential policy
    Scope: 1 Online-Ressource (circa 64 Seiten), Illustrationen
  3. Interest rate spreads in Estonia: different stories for different types of loan
    Author: Kukk, Merike; Levenko, Natalia
    Published: 2022
    Publisher:  Eesti Pank, Tallinn

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    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 565
    Inter-library loan:
    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789916710005
    Other identifier:
    Series: Working paper series / Eesti Pank ; 2022, 7
    Subjects: interest rate spreads; interest rate margins; banking sector; housing loans; consumer loans; corporate loans; market concentration
    Scope: 1 Online-Ressource (circa 56 Seiten), Illustrationen
  4. Insurance companies and the growth of corporate loans' securitization
    Author: Fringuellotti, Fulvia; Santos, João A. C.
    Published: [2021]
    Publisher:  Federal Reserve Bank of New York, New York, NY

    We show that insurance companies have almost nonupled their investments in collateralized loan obligations (CLOs) in the post-crisis period, reaching total holdings of $125 billion in 2019. The growth in CLOs' investments has far outpaced that of... more

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    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 207
    Inter-library loan:
    No inter-library loan

     

    We show that insurance companies have almost nonupled their investments in collateralized loan obligations (CLOs) in the post-crisis period, reaching total holdings of $125 billion in 2019. The growth in CLOs' investments has far outpaced that of loans and corporate bonds, and was characterized by a strong preference for mezzanine tranches rated investment grade over triple-A rated tranches. We document that these phenomena reflect a search for yield behavior. Conditional on capital charges, insurance companies invest more heavily in bonds and CLO tranches with higher yields. Preferences for CLO tranches derived from tranches' higher yields relative to bonds with the same rating, and increased following the 2010 capital regulatory reform, resulting in insurance companies holding more than 40 percent of mezzanine tranches outstanding in 2019. In the process, insurance companies created the demand for the risky tranches that are critical to the CLO issuance.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/247898
    Series: Staff reports / Federal Reserve Bank of New York ; no. 975 (August 2021)
    Subjects: Kreditderivat; Kapitalanlage; Regulierung; Versicherung; USA; insurance companies; CLOs; regulatory arbitrage; corporate loans; securitization
    Scope: 1 Online-Ressource (circa 66 Seiten), Illustrationen
  5. Monetary policy transmission in different credit markets
    Author: Levenk, Natalia
    Published: 2024
    Publisher:  Eesti Pank, Tallinn

    Access:
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 565
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789916710142
    Other identifier:
    Series: Working paper series / Eesti Pank ; 2024, 2
    Subjects: monetary policy transmission; interest rate channel; bank lendingchannel; credit growth; housing loans; corporate loans; consumer credit
    Scope: 1 Online-Ressource (circa 46 Seiten), Illustrationen