Porth Ymchwil

Does Monetary Policy Affect Bank Risk-Taking?

Allbwn ymchwil: Papur gweithio › Papur Gwaith

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Does Monetary Policy Affect Bank Risk-Taking? / Altunbas, Yener; Gambacorta, Leonardo; Marques-Ibanez, David.
Bank for International Settlements (BIS), 2010. (BIS Working Paper; Rhif n.298).

Allbwn ymchwil: Papur gweithio › Papur Gwaith

HarvardHarvard

Altunbas, Y, Gambacorta, L & Marques-Ibanez, D 2010 'Does Monetary Policy Affect Bank Risk-Taking?' BIS Working Paper, rhif n.298, Bank for International Settlements (BIS). https://doi.org/10.2139/ssrn.1577075

APA

Altunbas, Y., Gambacorta, L., & Marques-Ibanez, D. (2010). Does Monetary Policy Affect Bank Risk-Taking? (BIS Working Paper; Rhif n.298). Bank for International Settlements (BIS). https://doi.org/10.2139/ssrn.1577075

CBE

Altunbas Y, Gambacorta L, Marques-Ibanez D. 2010. Does Monetary Policy Affect Bank Risk-Taking?. Bank for International Settlements (BIS). (BIS Working Paper; n.298). https://doi.org/10.2139/ssrn.1577075

MLA

Altunbas, Yener, Leonardo Gambacorta a David Marques-Ibanez Does Monetary Policy Affect Bank Risk-Taking?. BIS Working Paper; n.298. Bank for International Settlements (BIS). 2010., https://doi.org/10.2139/ssrn.1577075

VancouverVancouver

Altunbas Y, Gambacorta L, Marques-Ibanez D. Does Monetary Policy Affect Bank Risk-Taking? Bank for International Settlements (BIS). 2010 Maw 1. (BIS Working Paper; n.298). doi: 10.2139/ssrn.1577075

Author

Altunbas, Yener ; Gambacorta, Leonardo ; Marques-Ibanez, David. / Does Monetary Policy Affect Bank Risk-Taking?. Bank for International Settlements (BIS), 2010. (BIS Working Paper; n.298).

RIS

TY - UNPB

T1 - Does Monetary Policy Affect Bank Risk-Taking?

AU - Altunbas, Yener

AU - Gambacorta, Leonardo

AU - Marques-Ibanez, David

PY - 2010/3/1

Y1 - 2010/3/1

N2 - This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that includes quarterly balance sheet information for listed banks operating in the European Union and the United States in the last decade, we find evidence that unusually low interest rates over an extended period of time contributed to an increase in banks' risk. This result holds for a wide range of measures of risk, as well as macroeconomic and institutional controls.

AB - This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that includes quarterly balance sheet information for listed banks operating in the European Union and the United States in the last decade, we find evidence that unusually low interest rates over an extended period of time contributed to an increase in banks' risk. This result holds for a wide range of measures of risk, as well as macroeconomic and institutional controls.

U2 - 10.2139/ssrn.1577075

DO - 10.2139/ssrn.1577075

M3 - Working paper

T3 - BIS Working Paper

BT - Does Monetary Policy Affect Bank Risk-Taking?

PB - Bank for International Settlements (BIS)

ER -