지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
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연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2012.12
- 수록면
- 351 - 394 (44page)
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초록· 키워드
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We estimate required increase in banks’ lending spreads assuming that banks would raise lending spreads among the measures they could take to prevent ROE from falling when the capital regulation is tightened following the estimation methodology employed by King (2010) and Elliott (2009). We find that the required lending spreads vary from 0.1bp for real estate & mortgage banks to 9.1bp for commercial banks over the sample periods of 2005-2010. Countries such as Brazil, China, India, and Mexico require the banks to have large lending spreads ranging from 13.2bp to 29.7bp. On the other hand, countries such as Australia, Switzerland, Germany, Italy, and Netherland require them to increase smaller lending spreads for the increase in the regulatory capital. We find that liquidity regulation (NSFR) increases lending rates by 20.0bp for the commercial banks of the sample countries.
목차
1. INTRODUCTION
2. BASEL III
3. LITERATURE REVIEW
4. EMPIRICAL ESTIMATION RESULTS
5. CONCLUSION
APPENDIX
REFERENCE
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UCI(KEPA) : I410-ECN-0101-2014-320-000471607