About: The Impact of Basel III on Lending Rates of EU Banks

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	http://journal.fsv.cuni.cz/storage/1274_226-43---sutorova.pdf
Description	In this paper we focus on practical aspects of the new framework for banking regulation in the European Union as defined in Basel III and Capital Requirements Directive IV. We employ a simultaneous equations model where banks choose the optimal level of capital, which is seen as a call option. In our modeling, we employ data on 594 banks in the European Union during the 2006-2011 period. Our results predict a modest drop in the level of loans provided of about 2% from the current level. The drop in loans is not expected to be large because (i) many European banks are already complying with the capital requirements even though they are not yet fully compulsory, (ii) the impact of a one percentage point increase in the common equity ratio should lead to an increase in lending rates of only 18.8 basis points, and (iii) the elasticity of demand for loans in the EU is reported to be relatively low. Taking into consideration the seven-year implementation period for the new capital requirements, the impacts should not be very perceptible for the EU economies. In this paper we focus on practical aspects of the new framework for banking regulation in the European Union as defined in Basel III and Capital Requirements Directive IV. We employ a simultaneous equations model where banks choose the optimal level of capital, which is seen as a call option. In our modeling, we employ data on 594 banks in the European Union during the 2006-2011 period. Our results predict a modest drop in the level of loans provided of about 2% from the current level. The drop in loans is not expected to be large because (i) many European banks are already complying with the capital requirements even though they are not yet fully compulsory, (ii) the impact of a one percentage point increase in the common equity ratio should lead to an increase in lending rates of only 18.8 basis points, and (iii) the elasticity of demand for loans in the EU is reported to be relatively low. Taking into consideration the seven-year implementation period for the new capital requirements, the impacts should not be very perceptible for the EU economies. (en)
Title	The Impact of Basel III on Lending Rates of EU Banks The Impact of Basel III on Lending Rates of EU Banks (en)
skos:prefLabel	The Impact of Basel III on Lending Rates of EU Banks The Impact of Basel III on Lending Rates of EU Banks (en)
skos:notation	RIV/00216208:11230/13:10190195!RIV14-GA0-11230___
http://linked.open...avai/predkladatel	Fakulta sociálních věd
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GAP403/10/1235)
http://linked.open...iv/cisloPeriodika	3
http://linked.open...vai/riv/dodaniDat	2014
http://linked.open...aciTvurceVysledku	Šútorová, Barbora Teplý, Petr
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Fakulta sociálních věd
http://linked.open...dnocenehoVysledku	78930
http://linked.open...ai/riv/idVysledku	RIV/00216208:11230/13:10190195
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	regulation; lending rates; EU; capital requirements; bank; Basel III (en)
http://linked.open.../riv/klicoveSlovo	Basel III bank EU regulation lending rates capital requirements
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[ACC73C8DA5F3]
http://linked.open...i/riv/nazevZdroje	Finance a úvěr
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Institutional Responses to Financial Market Failures
http://linked.open...UplatneniVysledku	2013
http://linked.open...v/svazekPeriodika	63
http://linked.open...iv/tvurceVysledku	Teplý, Petr Šútorová, Barbora
http://linked.open...ain/vavai/riv/wos	000321815500001
issn	0015-1920
number of pages	18 (xsd:int)
http://localhost/t...ganizacniJednotka	11230

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