Details about Małgorzata Anna Olszak

Access statistics for papers by Małgorzata Anna Olszak.

Last updated 2024-02-07. Update your information in the RePEc Author Service.

Short-id: pol176

Working Papers

2024

1. Determinants of bank income smoothing: Cross-country evidence from EEA banks during the COVID-19 pandemic crisis
   Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg
2. MACROPRUDENTIAL POLICY AND CORPORATE LOANS
   Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg

2021

3. Do competition and market structure matter for sensitivity of bank profitability to business cycle?
   Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management
4. Does bank competition matter for the effects of macroprudential policy on procyclicality of lending?
   Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management
   See also Journal Article Does bank competition matter for the effects of macroprudential policy on the procyclicality of lending?, Journal of International Financial Markets, Institutions and Money, Elsevier (2022) View citations (3) (2022)

2017

5. The effect of capital ratio on lending: Do loan-loss provisioning practices matter?
   Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management

2016

6. BANK-SPECIFIC DETERMINANTS OF SENSITIVITY OF LOAN-LOSS PROVISIONS TO BUSINESS CYCLE
   Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management
7. DO MACROPRUDENTIAL POLICY INSTRUMENTS AFFECT THE LINK BETWEEN LENDING AND CAPITAL RATIO? – CROSS-COUNTRY EVIDENCE
   Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management
8. Macroprudential policy instruments and procyclicality of loan-loss provisions – cross-country evidence
   Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management View citations (1)
   See also Journal Article Macroprudential policy instruments and procyclicality of loan-loss provisions – Cross-country evidence, Journal of International Financial Markets, Institutions and Money, Elsevier (2018) View citations (9) (2018)

2015

9. Do regulations and supervision shape the capital crunch effect of large banks in the EU?
   Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management
10. THE IMPACT OF CAPITAL ON LENDING IN ECONOMIC DOWNTURNS AND INVESTOR PROTECTION – THE CASE OF LARGE EU BANKS
    Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management
    See also Journal Article The Impact of Capital on Lending in Economic Downturns and Investor Protection – the Case of Large EU Banks, Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics (2018) (2018)
11. The impact of capital on lending in publicly-traded and privately- held banks in the EU
    Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management View citations (1)
12. The impact of capital ratio on lending of EU banks – the role of bank specialization and capitalization
    Working Papers, Institute of Economic Research
    See also Journal Article THE IMPACT OF CAPITAL RATIO ON LENDING OF EU BANKS – THE ROLE OF BANK SPECIALIZATION AND CAPITALIZATION, Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research (2016) (2016)

2014

13. The effects of capital on bank lending in large EU banks – the role of procyclicality, income smoothing, regulations and supervision
    Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management View citations (12)
14. What drives heterogeneity of loan loss provisions’ procyclicality in the EU?
    MPRA Paper, University Library of Munich, Germany View citations (1)
15. What drives heterogeneity of procyclicality of loan loss provisions in the EU?
    Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management View citations (5)

2013

16. Competition in commercial banks in Poland – analysis of Panzar-Rosse H-statistics
    MPRA Paper, University Library of Munich, Germany View citations (3)
    Also in Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management (2013) View citations (3)
17. Cross Country Linkages as Determinants of Procyclicality of Loan Loss Provisions – Empirical Importance of SURE Specification
    MPRA Paper, University Library of Munich, Germany
    Also in Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management (2013) View citations (1)

Journal Articles

2023

1. Do competition and market structure affect sensitivity of bank profitability to the business cycle?
   Pacific-Basin Finance Journal, 2023, 80, (C)

2022

2. Does bank competition matter for the effects of macroprudential policy on the procyclicality of lending?
   Journal of International Financial Markets, Institutions and Money, 2022, 76, (C) View citations (3)
   See also Working Paper Does bank competition matter for the effects of macroprudential policy on procyclicality of lending?, Faculty of Management Working Paper Series (2021) (2021)
3. Procyclicality of loan-loss provisions and competitive environment – a global perspective
   International Journal of Emerging Markets, 2022, 18, (12), 5940-5971
4. The Impact of IFRS 9 on the Link Between Lending and the Capital Ratio in Publicly Traded Banks in Poland
   Journal of Banking and Financial Economics, 2022, 1, (17), 60–73

2020

5. Do cyclicality of loan-loss provisions and income smoothing matter for the capital crunch – the case of commercial banks in Poland
   Bank i Kredyt, 2020, 51, (4), 383-436 View citations (2)

2018

6. Bank-type specific determinants of sensitivity of loan-loss provisions to business cycle
   The European Journal of Finance, 2018, 24, (17), 1672-1698 View citations (2)
7. Macroprudential policy instruments and procyclicality of loan-loss provisions – Cross-country evidence
   Journal of International Financial Markets, Institutions and Money, 2018, 54, (C), 228-257 View citations (9)
   See also Working Paper Macroprudential policy instruments and procyclicality of loan-loss provisions – cross-country evidence, Faculty of Management Working Paper Series (2016) View citations (1) (2016)
8. Micro- and Macroprudential Liquidity Standards and Their Effects (Mikro- i makroostroznosciowe standardy plynnosci bankow i ich skutki)
   Problemy Zarzadzania, 2018, 16, (72), 116-149
9. THE JOINT EFFECT OF BORROWER TARGETED MACROPRUDENTIAL INSTRUMENTS AND CAPITAL REGULATIONS ON PROCYCLICALITY OF LOAN-LOSS PROVISIONS
   Copernican Journal of Finance & Accounting, 2018, 7, (3), 29-53
10. The Impact of Capital on Lending in Economic Downturns and Investor Protection – the Case of Large EU Banks
    Central European Journal of Economic Modelling and Econometrics, 2018, 10, (2), 133-167
    See also Working Paper THE IMPACT OF CAPITAL ON LENDING IN ECONOMIC DOWNTURNS AND INVESTOR PROTECTION – THE CASE OF LARGE EU BANKS, Faculty of Management Working Paper Series (2015) (2015)

2017

11. Do Microprudential Regulations and Supervision Affect the Link Between Lending and Capital Ratio in Economic Downturns of Large Banks in the EU?
    Problemy Zarzadzania, 2017, 15, (66), 11-36
12. What Drives Heterogeneity of Cyclicality of Loan-Loss Provisions in the EU?
    Journal of Financial Services Research, 2017, 51, (1), 55-96 View citations (42)

2016

13. Cross-country linkages as determinants of procyclicality of loan loss provisions
    The European Journal of Finance, 2016, 22, (11), 965-984 View citations (5)
14. THE IMPACT OF CAPITAL RATIO ON LENDING OF EU BANKS – THE ROLE OF BANK SPECIALIZATION AND CAPITALIZATION
    Equilibrium. Quarterly Journal of Economics and Economic Policy, 2016, 11, (1), 43-59
    See also Working Paper The impact of capital ratio on lending of EU banks – the role of bank specialization and capitalization, Working Papers (2015) (2015)

2015

15. The phenomenon of excessive procyclicality of the financial sector from the perspective of macroprudential policy – sources, methods of reduction and their basic limitations (Zjawisko nadmiernej procyklicznosci sektora finansowego z perspektywy polityki makroostroznosciowej – zrodla, metody ograniczania i ich rudymentarne slabosci)
    Problemy Zarzadzania, 2015, 13, (55), 72-96

2014

16. Do institutional and political factors matter for the efficiency of banking sectors?
    Journal of Banking and Financial Economics, 2014, 1, (1), 40-58
17. Konkurencja w sektorze bankowym w Polsce – analiza statystyki H Panzara-Rosse’a. (Competition between commercial banks in Poland – an analysis of Panzar-Rosse H-statistics.)
    Problemy Zarzadzania, 2014, 12, (48), 64-92
18. THE ROLE OF CAPITAL REGULATION AND RISK-TAKING BY BANKS IN MONETARY POLICY
    Oeconomia Copernicana, 2014, 5, (1), 7-26

2012

19. Macroprudential policy - aim, instruments and institutional architecture (Polityka ostroznosciowa w ujêciu makro - cel, instrumenty i architektura instytucjonalna)
    Problemy Zarzadzania, 2012, 10, (39), 7-32

Edited books

2014

1. Towards contemporary issues in the financial system
   Book, University of Warsaw, Faculty of Management
2. Wspolczesne wyzwania rynku finansowego (Contemporary challenges of the financial market)
   Book, University of Warsaw, Faculty of Management

Chapters

2021

1. Does Competition Matter for the Effects of Macroprudential Policy on Bank Asset Growth?
   Springer

2019

2. Determinants of Loans Growth in Cooperative Banks in Poland: Does Capital Ratio Matter?
   Springer

2017

3. Does Banking Sector Structure Affect Bank Lending and Its Sensitivity to Capital Ratio? A Cross-country Study
   Palgrave Macmillan
4. Macro- and Microprudential Regulations and Their Effects on Procyclicality of Solvency and Liquidity Risk
   Springer View citations (1)