Bank regulation, capital and credit supply: Measuring the impact of Prudential Standards

By W. Francis, Matthew Osborne. 2009

149 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/daf07d1602ecd82ef06c4f28cc0e94e8e025318d

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Citations in the corpus

Did the EBA Capital Exercise Cause a Credit Crunch in the Euro Area (2014, unknown): “…of the data used, are Aiyar, Calomiris, and Wieladek (2014), Albertazzi and Marchetti (2010), Basset and Covas (2012), Berrospide and Edge (2010), Bridges et al. (2014), Brun, Fraisse, and Thesmar (2014), Francis and Osborne (2009), Maurin and Toivanen (2012), and Puri, Rocholl, and Steffen (2011).”
An Analysis of the Impact of 'Substantially Heightened' Capital Requirements on Large Financial Institutions (2010, background): “Francis and Osborne (2009) estimate a similar model for a set of U.K. banks from 1996 to 2007.”
Bank Behavior in Response to Basel III: A Cross-Country Analysis (2011, methodology): “This convex property predicted by the call option view of bank capital distinguishes this model from the partial adjustment model of bank capital estimated by Flannery and Rangan (2008), Berrospide and Edge (2010), Francis and Osborne (2009).”
Macroeconomic Propagation Under Different Regulatory Regimes: Evidence From an Estimated DSGE Model For the Euro Area (2010, unknown): “…to bank capital positions (or loan supply shocks more generally) in the range of an approximately 0.1- to 1.0-percentage-point impact on real economic activity; see, e.g., Van den Heuvel (2008), Ciccarelli, Maddaloni, and Peydró (2009), Francis and Osborne (2009), and Cappiello et al. (2010).”
The Impact of Capital Requirements on Bank Lending (2014, methodology): “Following the partial adjustment process of Hancock and Wilcox (1994) and using 1996-2007 data, Francis and Osborne (2009) estimate a target capital ratio for each bank in the UK, which is found to depend principally on the individual bank capital requirement (positively) and bank size (negatively).”
Pro-Cyclical Capital Regulation and Lending (2016, unknown): “5See Carling, Jacobson, Lindé, and Roszbach (2002), Corcóstegui, González-Mosquera, Marcelo, and Trucharte (2002), Lowe and Segoviano (2002), Kashyap and Stein (2004), Saurina and Trucharte (2007), Francis and Osborne (2009), Andersen (2011).”
The international transmission of bank capital requirements: Evidence from the UK ☆ (2014, background): “…comovement between minimum requirements and actual capital ratios, confirming the conclusions of Alfon, Argimón, and Bascuñana-Ambrós (2005), Francis and Osborne (2009), and Bridges, Gregory, Nielsen, Pezzini, Radia, and Spaltro (2014) that capital ratio requirements were binding on banks'…”
The Effects of Bank Capital on Lending: What Do We Know, and What Does It Mean? (2012, background): “5 percentage points above the minimum of 5 percent.(15) We also include aggregate variables such as a measure of stock-market volatility and the aggregate net charge-off rate.”