Blar i NTNU Open på forfatter "Ongena, Steven Roger Godelieve"

Viser treff 1-12 av 12

    • Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time? 

      Böhnke, Victoria; Ongena, Steven Roger Godelieve; Paraschiv, Florentina; Reite, Endre Jo (Journal article; Peer reviewed, 2023)
      The internal ratings-based (IRB) approach maps bank risk profiles more adequately than the standardized approach. After switching to IRB, banks' risk-weighted asset (RWA) densities are thus expected to diverge, especially ...

    • Bank lending policies and monetary policy: Some lessons from the negative interest era 

      Arce, Oscar; Garcia-Posada, Miguel; Mayordomo, Sergio; Ongena, Steven Roger Godelieve (Peer reviewed; Journal article, 2023)
      What is the long-term impact of negative interest rates on bank lending? To answer this question, we construct a unique summary measure of negative rate exposure by individual banks based on exclusive survey data and banks’ ...

    • Banks, non-banks, and the incorporation of local information in CMBS loan pricing 

      Eichholtz, Piet; Ongena, Steven Roger Godelieve; Simeth, Nagihan; Yönder, Erkan (Peer reviewed; Journal article, 2023)
      Comparing banks to non-bank lenders, we investigate whether the geographical distance between lenders, borrowers, and their properties is reflected in the pricing of US mortgages that were included in US commercial ...

    • Close competitors? Bilateral bank competition and spatial variation in firms’ access to credit 

      Haas, Ralph De; Lu, Liping; Ongena, Steven Roger Godelieve (Peer reviewed; Journal article, 2023)
      We interviewed 379 bank CEOs in 20 emerging markets to identify their banks’ main competitors. We show that banks are more likely to identify another bank as a main competitor in small-business lending when both banks are ...

    • Counteroffers and Price Discrimination in Mortgage Lending 

      Ongena, Steven Roger Godelieve; Paraschiv, Florentina; Reite, Endre Jo (Peer reviewed; Journal article, 2023)
      This study analyzes price discrimination and household switching in the residential mortgage market. Using a unique proprietary micro dataset from Norway, we examine the factors that influence a bank’s choice to counter ...

    • The demise of branch banking – Technology, consolidation, bank fragility 

      Keil, Jan; Ongena, Steven Roger Godelieve (Peer reviewed; Journal article, 2023)
      We study bank branching dynamics across 3,143 US counties and 26 years. During the last decade, banks closed their branches at an unprecedented rate. At its peak in 2009, there were 90,783 branches. By 2020, this number ...

    • External wealth of nations and systemic risk 

      Andries, Alin Marius; Chiper, Alexandra Maria; Ongena, Steven Roger Godelieve; Sprincean, Nicu (Peer reviewed; Journal article, 2023)
      External imbalances played a pivotal role leading to the global financial crisis and were an important cause of turmoil. While current account (flow) imbalances narrowed in the aftermath of the crisis, the net international ...

    • Fiscal transfers, local government, and entrepreneurship 

      Danisewicz, Piotr; Ongena, Steven Roger Godelieve (Journal article; Peer reviewed, 2023)
      Can local government spending spur entrepreneurial activity? To answer this question, we study a setting where, around multiple pre-determined and non-manipulable thresholds, municipalities with lower tax revenues receive ...

    • Fixed rate versus adjustable rate mortgages: Evidence from euro area banks 

      Albertazzi, Ugo; Fringuellotti, Fulvia; Ongena, Steven Roger Godelieve (Peer reviewed; Journal article, 2023)
      Why do residential mortgages carry a fixed or an adjustable interest rate? To answer this question we study unique data from 103 banks belonging to 73 different banking groups across twelve countries in the euro area. To ...

    • The Impact of Policy Interventions on Systemic Risk across Banks 

      Nistor, Simona; Ongena, Steven Roger Godelieve (Journal article; Peer reviewed, 2023)
      What is the impact of policy interventions on the systemic risk of banks? To answer this question, we analyze a comprehensive sample that combines an original set of bank-specific bailout events with the balance sheets of ...

    • Leverage ratio, risk-based capital requirements, and risk-taking in the United Kingdom 

      Fatouh, Mahmoud; Giansante, Simone; Ongena, Steven Roger Godelieve (Journal article; Peer reviewed, 2023)
      We assess the impact of the leverage ratio capital requirements on the risk-taking behaviour of banks both theoretically and empirically. Conceptually, introducing binding leverage ratio requirements into a regulatory ...

    • Population Aging and Bank Risk-Taking 

      Doerr, Sebastian; Kabas, Gazi; Ongena, Steven Roger Godelieve (Journal article; Peer reviewed, 2023)
      What are the implications of an aging population for financial stability? To examine this question, we exploit geographic variation in aging across U.S. counties. We establish that banks with higher exposure to aging ...