Zobrazeno 1 - 10 of 24 pro vyhledávání: '"Mike Mariathasan"'
1
GSIB status and corporate lending
Autor: Hans Degryse, Mike Mariathasan, Thi Hien Tang
Publikováno v: Journal of Corporate Finance. 80:102362
ispartof: Journal Of Corporate Finance vol:80 status: published
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f405bac3edb26ff7ab247ea983a1c700
https://doi.org/10.1016/j.jcorpfin.2023.102362
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3
The real effects of banks'corporate credit supply: A literature review
Autor: Ozan Guler, Mike Mariathasan, Nejat G. Okatan, Klaas Mulier
Publikováno v: ECONOMIC INQUIRY
In this paper, we review the rapidly growing literature on the real effects of banks’corporate credit supply. We cover recent methodological advances and provide anin-depth survey of the existing evidence. The literature consistently shows that cre
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a2c215b7f2d28413a80b2b5fa2521a42
https://lirias.kuleuven.be/handle/123456789/674347
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4
The manipulation of Basel risk-weights: evidence from 2007-10
Autor: Mike Mariathasan, Ouarda Merrouche
In this paper, we analyse a novel panel data set to compare the relevance of alternative measures of capitalisation for bank failure during the 2007-10 crisis, and to search for evidence of manipulated Basel risk-weights. Compared with the unweighted
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::3072373c53b0f8af6515983c07f030dc
https://ora.ox.ac.uk/objects/uuid:996317fe-0a22-4eed-9833-180ca1b6ed81
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5
Unintended Consequences of the Global Derivatives Market Reform
Autor: Steven Ongena, Mike Mariathasan, Pauline Gandré, Ouarda Merrouche
Publikováno v: SSRN Electronic Journal.
We investigate regulatory arbitrage during the G20’s global derivatives market reform. Using hand-collected data on staggered reform progress, we find that banks shift their trading towards less regulated jurisdictions. The result is driven by agen
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::703c333044cd0227486a792ab1a643a9
https://doi.org/10.2139/ssrn.3518411
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6
GSIB Status and Corporate Lending: An International Analysis
Autor: Hans Degryse, Mike Mariathasan, Thi Hien Tang
Publikováno v: SSRN Electronic Journal.
After the global financial crisis, the Financial Stability Board (FSB) began designating some financial institutions as “Global Systemically Important Banks (GSIBs)”. Because GSIB status implies additional regulatory scrutiny and higher capital r
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::c4158d809f86a47af63d9386966c91d6
https://doi.org/10.2139/ssrn.3642702
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7
Interest Rate Pass-Through and Bank Risk-Taking under Negative-Rate Policies with Tiered Remuneration of Central Bank Reserves
Autor: Christoph Basten, Mike Mariathasan
Publikováno v: SSRN Electronic Journal.
We identify the effects of negative interest rate policies on bank behavior using difference-in differences identification and data on all Swiss banks. First, we find that going negative can interrupt not only the pass-through from policy to deposit
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::eb921bed63cd1d78defcb86904ef1983
https://doi.org/10.2139/ssrn.3739888
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8
The Real Effects of Credit Supply: Review, Synthesis, and Future Directions
Autor: Ozan Guler, Klaas Mulier, Nejat G. Okatan, Mike Mariathasan
Publikováno v: SSRN Electronic Journal.
In this paper, we review the rapidly growing literature on the real effects of banks' corporate credit supply. We cover recent methodological advances and provide an in-depth survey of the existing evidence. The literature consistently shows that cre
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::c31c4b37d6e55c68492bf8c135ac753f
https://doi.org/10.2139/ssrn.3463018
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9
Rational Inattention and Counter-Cyclical Lending Standards
Autor: Mike Mariathasan, Sergey Zhuk
Publikováno v: SSRN Electronic Journal.
We develop a model of capacity-constrained lenders, who trade off the depth of their loan review with the number of funding applications they process. We find that better economic conditions cause the marginal return to scrutiny to decrease. Lenders
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::e78cce5042adcdffd18065bef65196a2
https://doi.org/10.2139/ssrn.2933476
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10
The manipulation of basel risk-weights
Autor: Ouarda Merrouche, Mike Mariathasan
Publikováno v: Journal of Financial Intermediation
Journal of Financial Intermediation, Elsevier, 2014, 23 (3), pp.300-321. ⟨10.1016/j.jfi.2014.04.004⟩
Journal of Financial Intermediation, Elsevier, 2014
Journal of Financial Intermediation, 2014, 23 (3), pp.300-321. ⟨10.1016/j.jfi.2014.04.004⟩
In this paper, we examine the relationship between banks’ approval for the internal ratings-based (IRB) approaches of Basel II and the ratio of risk-weighted assets to total assets. Analysing a panel of 115 banks from 21 OECD countries that were ev
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5d2afb085d08a63f2a52b35db0737ad4
https://doi.org/10.1016/j.jfi.2014.04.004
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