Do bank characteristics influence the effect of monetary policy on bank risk?

Do bank characteristics influence the effect of monetary policy on bank risk?

We analyze whether bank characteristics affect the impact of monetary policy on bank risk. We find that the insulation effects produced by capital and liquidity were lower for banks operating in countries with particularly low interest rates. ► Unusually low levels of interest rates can affect bank...

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Veröffentlicht in:Economics letters 2012-10, Vol.117 (1), p.220-222
Hauptverfasser: Altunbas, Yener, Gambacorta, Leonardo, Marques-Ibanez, David
Format: Artikel
Sprache:eng
Schlagworte:
Bank characteristics
Bank liquidity
Banks
Capital
Credit
Credit crisis
Financial risks
Inflation
Interest rates
Monetary policy
Risk assessment
Risk-taking channel
Studies
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Zusammenfassung:We analyze whether bank characteristics affect the impact of monetary policy on bank risk. We find that the insulation effects produced by capital and liquidity were lower for banks operating in countries with particularly low interest rates. ► Unusually low levels of interest rates can affect bank risk. ► We analyze the impact of bank characteristics on the risk-taking channel. ► Bank characteristics affect the impact of the risk-taking channel internationally.
ISSN:0165-1765
1873-7374
DOI:10.1016/j.econlet.2012.04.106