Credit growth is widely used as an indicator of potential financial stress, and it plays a role in the new Basel III framework. However, it is not clear how good an indicator it is in markets that have been financially liberalised. The authors of this paper take a sample of 14 OECD countries [...]
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Posted on January 13th, 2013
Posted on January 8th, 2013
Using a unique data set on German banks’ loans to the German real economy, the authors of this paper investigate banks’ credit risk. This data set includes the volume of loans per bank and industry as well as the corresponding write-downs. Their empirical study for the period 2003-2011 yields the following results: (i) [...] Posted on January 7th, 2013
This paper analyzes the impact of a liquidity requirement similar to the Basel 3 Liquidity Coverage Ratio (LCR) on banks’ funding costs and corporate lending rates. Using a dataset of 26 Dutch banks from January 2008 to December 2011, the author finds that banks which are just above/below their quantitative liquidity requirement do [...] Posted on December 19th, 2012
The impact of the Securities Markets Programme: With the escalation of the financial crisis in the euro area, the ECB started to purchase government bonds in the secondary market, with the goal of restoring appropriate levels of liquidity and protecting the monetary transmission mechanism. The fact that SMP interventions were typically carried out on days of [...] Posted on December 18th, 2012
Contents: Recent economic and financial developments Markets and operations Research and analysis The Funding for Lending Scheme Speeches 124 pages
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