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Displaying results 1 to 2 of 2.

  1. The China syndrome affects banks
    the credit supply channel of foreign import competition
    Author: Mayordomo, Sergio; Rachedi, Omar
    Published: 2019
    Publisher:  Banco de España, Madrid

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 470
    Inter-library loan:
    No inter-library loan
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    Content information
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Documentos de trabajo / Banco de España, Eurosistema ; no. 1908
    Subjects: Firmenkundengeschäft; Kreditwürdigkeit; Internationaler Wettbewerb; Chinesisch; Immobilienfinanzierung; Spanien; trade shock; bank loans; banks’ portfolio reallocation; credit register; real effects
    Scope: 1 Online-Ressource (circa 53 Seiten), Illustrationen
  2. Bank lending rates and the remuneration for risk
    evidence from portfolio and loan level data
    Author: Durrani, Agha; Metzler, Julian; Michail, Nektarios; Werner, Johannes-Gabriel
    Published: [2022]
    Publisher:  European Central Bank, Frankfurt am Main, Germany

    We employ interest rates and expected loss probabilities from the 2021 EBA Stress Test dataset and euro area credit registries to examine whether the risk-return relationship holds in banking. After controlling for bank, loan, and debtor... more

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    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 534
    Inter-library loan:
    No inter-library loan

     

    We employ interest rates and expected loss probabilities from the 2021 EBA Stress Test dataset and euro area credit registries to examine whether the risk-return relationship holds in banking. After controlling for bank, loan, and debtor characteristics as well as macroeconomic conditions, results indicate that a risk-return relationship in bank lending is present but varies significantly across and within borrower segments. While bank lending rates appear to be quite responsive to risks towards households, results suggest that banks only significantly increase interest rates towards non-financial corporations that reside in the riskiest quantiles of the distribution. This potentially implies the presence of a cross-subsidization effect of credit risk.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789289954013
    Other identifier:
    hdl: 10419/278228
    Series: Working paper series / European Central Bank ; no 2753 (November 2022)
    Subjects: risk-return; credit register; banking; loans; interest rates
    Scope: 1 Online-Ressource (circa 46 Seiten), Illustrationen