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Bank Leverage and Monetary Policy's Risk-Taking Channel
Language: en
Pages: 41
Authors: Mr.Giovanni Dell'Ariccia
Categories: Business & Economics
Type: BOOK - Published: 2013-06-06 - Publisher: International Monetary Fund

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We present evidence of a risk-taking channel of monetary policy for the U.S. banking system. We use confidential data on the internal ratings of U.S. banks on l
Monetary Policy, Bank Leverage, and Financial Stability
Language: en
Pages: 39
Authors: Mr.Fabian Valencia
Categories: Business & Economics
Type: BOOK - Published: 2011-10-01 - Publisher: International Monetary Fund

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This paper develops a model to assess how monetary policy rates affect bank risk-taking. In the model, a reduction in the risk-free rate increases lending profi
Monetary Policy, Bank Leverage, and Financial Stability
Language: en
Pages: 41
Authors: Fabián Valencia
Categories:
Type: BOOK - Published: 2014 - Publisher:

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This paper develops a dynamic bank model to show that expansionary monetary shocks can increase bank risk-taking through higher leverage. Lower monetary policy
Financial Stability Policy in the Euro Zone
Language: en
Pages: 273
Authors: Gundbert Scherf
Categories: Business & Economics
Type: BOOK - Published: 2013-06-17 - Publisher: Springer Science & Business Media

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​Due to the lack of political salience that financial stability policy enjoys in tranquil economic times, this policy field lends itself particularly well to
Bank Leverage and Monetary Policy's Risk-taking Channel
Language: en
Pages: 67
Authors: Giovanni Dell'Ariccia
Categories: Bank loans
Type: BOOK - Published: 2016 - Publisher:

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We present evidence of a risk-taking channel of monetary policy for the U.S. banking system. We use confidential data on banks' internal ratings on loans to bus