Glenn Schepens

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

17

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Top 8,640

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10,842

TOTAL CITATIONS
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SSRN RANKINGS

Top 1,530

in Total Papers Citations

461

Scholarly Papers (17)

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
Leibniz Institute for Financial Research SAFE, Boston University - Questrom School of Business and European Central Bank (ECB)
Downloads 3,236 (7,538)
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
Leibniz Institute for Financial Research SAFE, Boston University - Questrom School of Business and European Central Bank (ECB)
Downloads 273 (222,935)
Citation 9

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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
Leibniz Institute for Financial Research SAFE, Boston University - Questrom School of Business and European Central Bank (ECB)
Downloads 3 (1,272,340)
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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 707 (72,915)
Citation 112

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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 524 (106,769)
Citation 18

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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 Finance and European Central Bank (ECB)
Downloads 603 (89,422)
Citation 64

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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 Finance and European Central Bank (ECB)
Downloads 52 (771,608)
Citation 1

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

4.

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 654 (81,738)
Citation 3

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

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 599 (91,396)
Citation 19

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

6.

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 583 (94,542)
Citation 13

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

7.
Downloads 573 (96,708)
Citation 33

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
Leibniz Institute for Financial Research SAFE, 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
Leibniz Institute for Financial Research SAFE, Boston University - Questrom School of Business and European Central Bank (ECB)
Downloads 383 (154,795)
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
Leibniz Institute for Financial Research SAFE, University of Bonn and European Central Bank (ECB)
Downloads 190 (317,034)
Citation 32

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8.

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 486 (118,305)
Citation 31

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

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 306 (197,823)
Citation 65

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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 156 (377,442)
Citation 23

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

10.
Downloads 370 (516,506)

Liquidation Value and Loan Pricing

Journal of Finance, forthcoming
Number of pages: 49 Posted: 16 Jul 2020 Last Revised: 24 Jan 2023
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 266 (285,349)

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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 104 (520,566)

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

11.
Downloads 357 (169,354)
Citation 2

The Climate and the Economy

ECB Working Paper No. 2023/2793
Number of pages: 39 Posted: 08 Mar 2023
European Central Bank (ECB) - Financial Research, European Central Bank (ECB), European Central Bank (ECB), Sveriges Riksbank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 284 (214,849)

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climate change, financial markets, growth, inflation, socio-economic implications

The Climate and the Economy

ECB Working Paper No. 2023/19
Number of pages: 39 Posted: 03 Oct 2023
European Central Bank (ECB) - Financial Research, European Central Bank (ECB), European Central Bank (ECB), Sveriges Riksbank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 49 (792,142)
Citation 1

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climate change, financial markets, growth, inflation, socio-economic implications

The Climate and the Economy

ECB Working Paper No. 2023/22
Number of pages: 39 Posted: 08 Nov 2023
European Central Bank (ECB) - Financial Research, European Central Bank (ECB), European Central Bank (ECB), Sveriges Riksbank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 24 (1,013,425)
Citation 1

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climate change, financial markets, growth, inflation, socio-economic implications

12.

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 331 (183,332)
Citation 7

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

13.

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 315 (193,136)

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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, Leibniz Institute for Financial Research SAFE, University of Bonn, European Central Bank (ECB) and Bank of Portugal
Downloads 29 (960,959)
Citation 2

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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, Leibniz Institute for Financial Research SAFE, Boston University - Questrom School of Business and European Central Bank (ECB)
Downloads 1 (1,295,864)
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bank balance sheets, bank lending, bank risk taking, euro-area heterogeneity, Transmission of monetary policy

The Augmented Bank Balance-Sheet Channel of Monetary Policy

Number of pages: 64 Posted: 28 Mar 2022
Deutsche Bundesbank, Banco de Portugal, Leibniz Institute for Financial Research SAFE, University of Bonn, European Central Bank (ECB) and Bank of Portugal
Downloads 135 (425,090)
Citation 1

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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

ECB Working Paper No. 2022/2745
Number of pages: 68 Posted: 12 Nov 2022
Deutsche Bundesbank, Banco de Portugal, Leibniz Institute for Financial Research SAFE, University of Bonn, European Central Bank (ECB) and Bank of Portugal
Downloads 121 (463,587)

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

15.

From Purchases to Exit: Central Bank Interventions in Corporate Debt Markets

Number of pages: 47 Posted: 02 May 2022 Last Revised: 05 Dec 2024
Johannes Breckenfelder and Glenn Schepens
European Central Bank (ECB) - Financial Research and European Central Bank (ECB)
Downloads 162 (365,756)

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Short-term corporate debt, market-maker-of-last resort, central bank intervention, Exit, commercial paper, money market funds

16.
Downloads 158 (373,492)
Citation 2

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 86 (591,058)
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 72 (656,058)
Citation 1

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

17.

Joining Forces: Why Banks Syndicate Credit

Swiss Finance Institute Research Paper No. 24-80
Number of pages: 49 Posted: 02 Oct 2024 Last Revised: 20 Nov 2024
Steven Ongena, Alex Osberghaus and Glenn Schepens
University of Zurich - Department Finance, University of Zurich - Department Finance and European Central Bank (ECB)
Downloads 108 (509,342)

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syndicated loans, bank loans, credit market, funding structure, bank choice