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

Yener Altunbas (), Leonardo Gambacorta () and David Marques-Ibanez ()

Economics Letters, 2012, vol. 117, issue 1, 220-222

Abstract: 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.

Keywords: Risk-taking channel; Monetary policy; Credit crisis; Bank characteristics (search for similar items in EconPapers)
JEL-codes: E44 E52 G21 (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:117:y:2012:i:1:p:220-222

DOI: 10.1016/j.econlet.2012.04.106

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