Zobrazeno 1 - 10
of 17
pro vyhledávání: '"Jose M. Berrospide"'
Publikováno v:
Finance and Economics Discussion Series. 2021:1-38
Did banks curb lending to creditworthy small and mid-sized enterprises (SME) during the COVID-19 pandemic? Sitting on top of minimum capital requirements, regulatory capital buffers introduced after the 2008 global financial crisis (GFC) are costly r
Autor:
Jose M. Berrospide, Rochelle M. Edge
Publikováno v:
SSRN Electronic Journal.
Autor:
Jose M. Berrospide
Publikováno v:
Journal of Banking & Finance. 138:106391
Autor:
Jose M. Berrospide, Rochelle M. Edge
Publikováno v:
Finance and Economics Discussion Series. 2019
We use bank-firm matched data from regulatory filings (FR Y-14) to study how the capital buffers that large U.S. banks must satisfy to "pass" the quantitative component of the Federal Reserve's CCAR stress tests impact banks’ C&I lending and firms'
Publikováno v:
International Finance Discussion Paper. 2016:1-34
Domestic prudential regulation can have unintended effects across borders and may be less effective in an environment where banks operate globally. Using U.S. micro-banking data for the first quarter of 2000 through the third quarter of 2013, this st
Publikováno v:
Journal of Money, Credit and Banking. 48:957-988
This paper investigates the mortgage lending of banks operating in multiple metropolitan areas of the U.S. during the housing market collapse of 2007-2009. Some regions of the U.S. suffered much larger declines in house prices and increases in mortga
Autor:
William F. Bassett, Jose M. Berrospide
Publikováno v:
Finance and Economics Discussion Series. 2018
We investigate one channel through which the annual bank stress tests, as part of the Federal Reserve’s Comprehensive Capital Analysis and Review (CCAR) review, could unexpectedly affect the provision of bank credit. To quantify the impact of the s
Autor:
Jose M. Berrospide, Renata Herrerias
Publikováno v:
Journal of Financial Stability. 18:33-54
We study the connection between the global liquidity crisis and the severe credit crunch experienced by finance companies (SOFOLES) in Mexico using firm-level data between 2001 and 2011. Our results provide supporting evidence that, as a result of th
Publikováno v:
Finance and Economics Discussion Series. 2013:1-43
This paper investigates the mortgage lending of banks operating in multiple U.S. metropolitan areas during the housing market collapse of 2007-2009. Some metro areas in the U.S. suffered much greater mortgage defaults than others. We use this regiona
Autor:
Ralf R. Meisenzahl, Jose M. Berrospide
Do firms use credit line drawdowns to finance investment? Using a unique dataset of 467 Standard and Poor's COMPUSTAT firms with credit lines, we study the purpose of drawdowns during the 2007-2009 financial crisis. Our data show that credit line dra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c6260a146a3653dcbb26139af7859812
http://www.federalreserve.gov/econresdata/feds/2015/files/2015007pap.pdf
http://www.federalreserve.gov/econresdata/feds/2015/files/2015007pap.pdf