Glenn Schepens

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

16

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7,777

SSRN CITATIONS
Rank 2,563

SSRN RANKINGS

Top 2,563

in Total Papers Citations

422

CROSSREF CITATIONS

88

Scholarly Papers (16)

Life Below Zero: Bank Lending Under Negative Policy Rates

Review of Financial Studies, 32, 3728-3761 (2019)
Number of pages: 65 Posted: 05 Jun 2016 Last Revised: 24 Apr 2020
Florian Heider, Farzad Saidi and Glenn Schepens
European Central Bank (ECB), Boston University - Questrom School of Business and European Central Bank (ECB)
Downloads 2,955 (6,046)
Citation 56

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negative interest rates, deposits, zero lower bound, bank balance-sheet channel, bank risk-taking channel

Life Below Zero: Bank Lending Under Negative Policy Rates

ECB Working Paper No. 2173
Number of pages: 74 Posted: 02 Aug 2018
Florian Heider, Farzad Saidi and Glenn Schepens
European Central Bank (ECB), Boston University - Questrom School of Business and European Central Bank (ECB)
Downloads 239 (181,020)
Citation 3

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negative interest rates, deposits, zero lower bound, bank balance-sheet channel, bank risk-taking channel

Life Below Zero: Bank Lending Under Negative Policy Rates

CEPR Discussion Paper No. DP13191
Number of pages: 68 Posted: 24 Sep 2018
Florian Heider, Farzad Saidi and Glenn Schepens
European Central Bank (ECB), Boston University - Questrom School of Business and European Central Bank (ECB)
Downloads 2 (934,660)
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bank balance-sheet channel, bank risk-taking channel, deposits, Negative Interest Rates, zero lower bound

Bank Competition and Stability: Cross-Country Heterogeneity

European Banking Center Discussion Paper No. 2012-026, CentER Working Paper Series No. 2012-085
Number of pages: 55 Posted: 21 Jul 2011 Last Revised: 22 Oct 2012
City University London - The Business School, Tilburg University - Department of FinanceNational Bank of Belgium - Research Department and European Central Bank (ECB)
Downloads 557 (70,391)
Citation 43

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Competition, Stability, Banking, Herding, Deposit Insurance, Information Sharing, Risk Shifting

Bank Competition and Stability: Cross-Country Heterogeneity

Journal of Financial Intermediation, Forthcoming
Number of pages: 54 Posted: 19 Nov 2010 Last Revised: 21 Oct 2012
City University London - The Business School, Tilburg University - Department of FinanceNational Bank of Belgium - Research Department and European Central Bank (ECB)
Downloads 443 (93,100)
Citation 14

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Competition, Stability, Banking, Herding, Deposit Insurance, Information Sharing, Risk Shifting

Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation

Swiss Finance Institute Research Paper No. 19-45
Number of pages: 73 Posted: 04 May 2016 Last Revised: 13 Sep 2019
Tilburg University - Department of FinanceNational Bank of Belgium - Research Department, Catholic University of Leuven (KUL) - Department of Economics, Ghent University - Faculty of Economics and Business Administration, University of Zurich - Department of Banking and Finance and European Central Bank (ECB)
Downloads 507 (79,151)
Citation 21

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Credit reallocation, bank funding shock, domestic credit, sector specialization, firm risk

Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation

ECB Working Paper No. 2230 (2019); ISBN 978-92-899-3492-3
Number of pages: 73 Posted: 31 Jan 2019
Tilburg University - Department of FinanceNational Bank of Belgium - Research Department, Catholic University of Leuven (KUL) - Department of Economics, Ghent University - Faculty of Economics and Business Administration, University of Zurich - Department of Banking and Finance and European Central Bank (ECB)
Downloads 29 (663,679)
Citation 1

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credit reallocation, bank funding shock, bank credit, sector market share, sector specialization, firm risk

4.

Taxes and Bank Capital Structure

Number of pages: 41 Posted: 06 Nov 2014 Last Revised: 04 Jul 2015
Glenn Schepens
European Central Bank (ECB)
Downloads 436 (95,682)
Citation 31

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Bank capital structure, tax shields, capital regulation, bank risk

5.

Identifying Credit Supply Shocks with Bank-Firm Data: Methods and Applications

Journal of Financial Intermediation, Vol. 40, 2019
Number of pages: 54 Posted: 03 Jun 2016 Last Revised: 09 Feb 2020
KU Leuven - Faculty of Business and Economics (FEB), Tilburg University - Department of FinanceNational Bank of Belgium - Research Department, WU Vienna University of Economics and Business, Ghent University - Faculty of Economics and Business Administration and European Central Bank (ECB)
Downloads 435 (95,923)
Citation 19

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credit supply identification, bank lending, corporate investments, bank risk-taking

6.
Downloads 421 ( 99,603)
Citation 2

Banks and Negative Interest Rates

Annual Review of Financial Economics, Vol. 13, pp. 201-218, 2021
Posted: 09 Nov 2021
Florian Heider, Farzad Saidi and Glenn Schepens
European Central Bank (ECB), Centre for Economic Policy Research (CEPR) and European Central Bank (ECB)

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Banks and Negative Interest Rates

Number of pages: 26 Posted: 24 Jan 2021
Florian Heider, Farzad Saidi and Glenn Schepens
European Central Bank (ECB), Boston University - Questrom School of Business and European Central Bank (ECB)
Downloads 268 (161,693)
Citation 1

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deposits, negative interest rates, zero lower bound, bank lending, bank risk taking, euro-area heterogeneity

Banks and Negative Interest Rates

ECB Working Paper No. 2021/2549
Number of pages: 30 Posted: 19 May 2021
Florian Heider, Farzad Saidi and Glenn Schepens
European Central Bank (ECB), University of Bonn and European Central Bank (ECB)
Downloads 153 (270,111)
Citation 1

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Bank/Sovereign Risk Spillovers in the European Debt Crisis

European Banking Center Discussion Paper No. 2012-021
Number of pages: 49 Posted: 18 Oct 2012
Ghent University - Department of Financial Economics, Ghent University, European Central Bank (ECB) and Ghent University - Department of Financial Economics
Downloads 226 (191,020)
Citation 44

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Contagion, bank risk, sovereign risk, bank business models, bank regulation

Bank/Sovereign Risk Spillovers in the European Debt Crisis

National Bank of Belgium Working Paper No. 232
Number of pages: 59 Posted: 13 Oct 2012
Ghent University - Department of Financial Economics, Ghent University, European Central Bank (ECB) and Ghent University - Department of Financial Economics
Downloads 126 (314,643)
Citation 21

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Contagion, bank risk, sovereign risk, bank business models, bank regulation, sovereign debt crisis

8.

Benefits and Costs of Liquidity Regulation

ECB Working Paper No. 2169
Number of pages: 67 Posted: 19 Jul 2018
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB), European Central Bank (ECB) and Board of Governors of the Federal Reserve System
Downloads 335 (128,819)
Citation 5

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Banking, Liquidity regulation, Capital requirements, Central bank, Lender-of-last-resort

9.

Going Green by Putting a Price on Pollution: Firm-level Evidence from the EU

Number of pages: 50 Posted: 11 Jan 2021
Tilburg University - Department of FinanceNational Bank of Belgium - Research Department, Ghent University - Faculty of Economics and Business Administration and European Central Bank (ECB)
Downloads 290 (149,879)

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Climate Change, Climate Regulation, Emission Trading System, Firm Behaviour, M&A

10.

Banks' Size, Scope and Systemic Risk: What Role for Conflicts of Interest?

Number of pages: 49 Posted: 14 Feb 2014 Last Revised: 06 Mar 2014
Tilburg University - Department of FinanceNational Bank of Belgium - Research Department, Tilburg University and European Central Bank (ECB)
Downloads 282 (154,090)
Citation 7

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systemic risk, diversification, innovation, conflicts of interest, global sample

11.
Downloads 177 (238,705)

Liquidation Value and Loan Pricing

Number of pages: 44 Posted: 16 Jul 2020 Last Revised: 01 Oct 2021
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 129 (309,148)

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Liquidation value, collateral, repo, corporate loans

Liquidation Value and Loan Pricing

ECB Working Paper No. 2022/2645
Number of pages: 44 Posted: 18 Feb 2022
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 48 (551,422)

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collateral, corporate loans, LGD, money markets, wrong-way risk

12.

Money Markets, Central Bank Balance Sheet and Regulation

ECB Working Paper No. 20202483
Number of pages: 46 Posted: 21 Oct 2020 Last Revised: 18 Nov 2021
European Central Bank (ECB), Morgan Stanley, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 112 (340,792)

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13.
Downloads 104 (358,274)
Citation 3

Bank Reactions after Capital Shortfalls

National Bank of Belgium Working Paper No. 250
Number of pages: 37 Posted: 20 Dec 2013
Christoffer Kok and Glenn Schepens
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 58 (505,885)
Citation 1

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Banking, banking capital optimization, financial regulation, deleveraging, capital structure

Bank Reactions After Capital Shortfalls

ECB Working Paper No. 1611
Number of pages: 36 Posted: 30 Nov 2013
Christoffer Kok and Glenn Schepens
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 46 (561,499)
Citation 1

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banking, bank capital optimisation, financial regulation, deleveraging, capital structure

14.

Non-bank liquidity provision to firms: Fund runs and central bank interventions

Number of pages: 36 Posted: 02 May 2022 Last Revised: 01 Jul 2022
Johannes Breckenfelder and Glenn Schepens
European Central Bank (ECB) - Financial Research and European Central Bank (ECB)
Downloads 51 (527,730)

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Commercial paper; money market funds; central bank intervention; asset purchases; COVID-19

The Augmented Bank Balance-Sheet Channel of Monetary Policy

Number of pages: 64 Posted: 28 Mar 2022
Deutsche Bundesbank, Banco de Portugal, European Central Bank (ECB), University of Bonn, European Central Bank (ECB) and Bank of Portugal
Downloads 43 (577,179)

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transmission of monetary policy, bank lending, bank risk taking, bank balance sheets, euro-area heterogeneity

The Augmented Bank Balance-Sheet Channel of Monetary Policy

CEPR Discussion Paper No. DP17056
Number of pages: 68 Posted: 29 Mar 2022
Deutsche Bundesbank, Banco de Portugal, Bank of Portugal, European Central Bank (ECB), Boston University - Questrom School of Business and European Central Bank (ECB)
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bank balance sheets, bank lending, bank risk taking, euro-area heterogeneity, Transmission of monetary policy

16.

The Augmented Bank Balance-Sheet Channel of Monetary Policy

Deutsche Bundesbank Discussion Paper No. 22/2022
Number of pages: 68 Posted: 27 Aug 2022
Deutsche Bundesbank, Banco de Portugal, European Central Bank (ECB), University of Bonn, European Central Bank (ECB) and Bank of Portugal
Downloads 7 (835,809)

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transmission of monetary policy, bank lending, bank risk taking, bank balance sheets, euro-area heterogeneity