Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/208267 
Erscheinungsjahr: 
2019
Schriftenreihe/Nr.: 
ECB Working Paper No. 2233
Verlag: 
European Central Bank (ECB), Frankfurt a. M.
Zusammenfassung: 
We develop a dynamic structural model of bank behaviour that provides a microeconomic foundation for bank capital and liquidity structures and analyses the effects of changes in regulatory capital and liquidity requirements as well as their interaction. Our findings suggest that adjustments in both types of requirements can have an impact on loan supply, with considerable heterogeneity across banks and over time. The model illustrates that banks' reactions depend on initial balance sheet conditions and reconciles evidence on short-term reductions in loan supply with findings suggesting that better capitalized banks are better able to lend in the medium- to long-term.
Schlagwörter: 
bank regulation
capital structure
liquidity structure
structural model
JEL: 
G21
G28
G32
Persistent Identifier der Erstveröffentlichung: 
ISBN: 
978-92-899-3495-4
Dokumentart: 
Working Paper

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