Verfügbarkeit: Monetary Policy, Leverage, and Bank Risk-Taking

Monetary Policy, Leverage, and Bank Risk-Taking:

We provide a theoretical foundation for the claim that prolonged periods of easy monetary conditions increase bank risk taking. The net effect of a monetary policy change on bank monitoring (an inverse measure of risk taking) depends on the balance of three forces: interest rate pass-through, risk s...

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1. Verfasser:	Dell'Ariccia, Giovanni (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2010
Schriftenreihe:	IMF Working Papers Working Paper No. 10/276
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	We provide a theoretical foundation for the claim that prolonged periods of easy monetary conditions increase bank risk taking. The net effect of a monetary policy change on bank monitoring (an inverse measure of risk taking) depends on the balance of three forces: interest rate pass-through, risk shifting, and leverage. When banks can adjust their capital structures, a monetary easing leads to greater leverage and lower monitoring. However, if a bank''s capital structure is fixed, the balance depends on the degree of bank capitalization: when facing a policy rate cut, well capitalized banks decrease monitoring, while highly levered banks increase it. Further, the balance of these effects depends on the structure and contestability of the banking industry, and is therefore likely to vary across countries and over time
Beschreibung:	1 Online-Ressource (36 p)
ISBN:	1455210838 9781455210831

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spelling	Dell'Ariccia, Giovanni Verfasser aut Monetary Policy, Leverage, and Bank Risk-Taking Dell'Ariccia, Giovanni Washington, D.C International Monetary Fund 2010 1 Online-Ressource (36 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 10/276 We provide a theoretical foundation for the claim that prolonged periods of easy monetary conditions increase bank risk taking. The net effect of a monetary policy change on bank monitoring (an inverse measure of risk taking) depends on the balance of three forces: interest rate pass-through, risk shifting, and leverage. When banks can adjust their capital structures, a monetary easing leads to greater leverage and lower monitoring. However, if a bank''s capital structure is fixed, the balance depends on the degree of bank capitalization: when facing a policy rate cut, well capitalized banks decrease monitoring, while highly levered banks increase it. Further, the balance of these effects depends on the structure and contestability of the banking industry, and is therefore likely to vary across countries and over time Online-Ausg Laeven, Luc Sonstige oth Marquez, Robert Sonstige oth http://elibrary.imf.org/view/IMF001/11473-9781455210831/11473-9781455210831/11473-9781455210831.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Dell'Ariccia, Giovanni Monetary Policy, Leverage, and Bank Risk-Taking
title	Monetary Policy, Leverage, and Bank Risk-Taking
title_auth	Monetary Policy, Leverage, and Bank Risk-Taking
title_exact_search	Monetary Policy, Leverage, and Bank Risk-Taking
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title_full	Monetary Policy, Leverage, and Bank Risk-Taking Dell'Ariccia, Giovanni
title_fullStr	Monetary Policy, Leverage, and Bank Risk-Taking Dell'Ariccia, Giovanni
title_full_unstemmed	Monetary Policy, Leverage, and Bank Risk-Taking Dell'Ariccia, Giovanni
title_short	Monetary Policy, Leverage, and Bank Risk-Taking
title_sort	monetary policy leverage and bank risk taking
url	http://elibrary.imf.org/view/IMF001/11473-9781455210831/11473-9781455210831/11473-9781455210831.xml
work_keys_str_mv	AT dellaricciagiovanni monetarypolicyleverageandbankrisktaking AT laevenluc monetarypolicyleverageandbankrisktaking AT marquezrobert monetarypolicyleverageandbankrisktaking

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MARC

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