The dynamic of bank lending channel: Basel regulatory constraint

Said, Fathin Faizah

doi:10.1016/j.econmod.2013.01.003

Cited by 6 publications

(3 citation statements)

References 36 publications

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“…The analysis by Drumond and Jorge (2013) suggests that the overall impact of risk-based capital requirements on loan interest rates depends on the distribution of risk and leverage across firms and on the market structure of the banking sector. The empirical results by Said (2013) show that average rates of banks' loans are mainly influenced by market rates on loans and policy rates. Also, risk-weighted assets under Basel I play an important role in influencing the optimal rates on loans and time deposits.…”

Section: Literature Reviewmentioning

confidence: 99%

The Basel Capital Requirement, Lending Interest Rate, and Aggregate Economic Growth: An Empirical Study of Viet Nam

Phi¹,

Hoang

Taghizadeh–Hesary

et al. 2019

SSRN Journal

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Section: Literature Reviewmentioning

confidence: 99%

The Basel Capital Requirement, Lending Interest Rate, and Aggregate Economic Growth: An Empirical Study of Viet Nam

Phi¹,

Hoang

Taghizadeh–Hesary

et al. 2019

SSRN Journal

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“…Said (2015) has developed a macroeconomy model by including default shocks in the model that led to bank runs which had not been included in Wickens (2011) model. We will extend a model for the banking sector developed by Said (2013) in banking sector and show how the credit spread created from the difference between the loan rate and deposit rate can be found in the model.…”

Section: Literature Reviewmentioning

confidence: 99%

“…Banks also hold reserves at the central bank and can borrow either from non-bank sector or, if this is constrained by a liquidity shortage, from the central bank. Said (2013) proved that the banking sector in Malaysia is operating in a monopolistic competition, therefore, the price of loans will depend on the demand of loans. The banking sector will set their loan rates based on the difference of demand and supply of loans.…”

Section: Summary Of the Modelmentioning

confidence: 99%

Are Structural Parameters Stable in Malaysia? Pre- and Post-Crisis Analysis

2016

JEM

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This research examines whether structural parameters of new keynesian models are stable in Malaysia. We imposed the structural restrictions as in DSGE models suggested by Smets and Wouters (2003) and Wickens (2011). We then estimated whether the 2007 financial crisis changes structural parameters by using structural VAR estimation. Our parameters estimates are significant and correctly signed. This empirical finding has found that the structural parameters are not stable after the 2007 financial crisis, for employment, rate of return on loans and policy rate. However, the effects are little on the real variables such as output, investment, consumption and price level. In addition, unexpected change of demand in the non-bank private sector has puzzled the rate of return on loans after the economic crisis compared with before the economic crisis. The monetary policy shocks have given a fluctuation effect on the rate of return on loans and employment after the economic crisis.

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