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

被引：78

作者：

Altunbas, Yener ^{[2
]}

Gambacorta, Leonardo

Marques-Ibanez, David ^{[1
]}

机构：

[1] European Cent Bank, Financial Res Div, Res Directorate, D-60311 Frankfurt, Germany

[2] Bangor Univ, Ctr Banking & Financial Studies, Bangor, Gwynedd, Wales

来源：

ECONOMICS LETTERS | 2012年 / 117卷 / 01期

关键词：

Risk-taking channel; Monetary policy; Credit crisis; Bank characteristics; COMPETITION;

D O I：

10.1016/j.econlet.2012.04.106

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：220 / 222

页数：3

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