This paper assesses how shocks to bank capital may influence a bank’s portfolio behaviour using novel evidence from a … UK bank panel data set from a period that pre-dates the recent financial crisis. Focusing on the behaviour of bank loans …, we extract the dynamic response of a bank to innovations in its capital and in its regulatory capital buffer. We find …

We estimate the effect of changes in microprudential regulatory capital requirements on bank capital ratios and bank … lending. We do so by running panel regressions using a rich new data set, exploiting variation in individual bank capital … mostly recovers within three years. While estimated over a different policy regime and at the individual bank level, these …

the aggregate bank capital requirement during an economic upswing is associated with a reduction of lending, with the …

The regulation of bank capital to improve the resilience of the financial system and, related to this aim, as a means …, regulators have imposed time-varying, bank-specific minimum capital requirements since Basel I. Over the 1998-2007 period, UK …

We use data on UK banks’ minimum capital requirements to study the impact of changes to bank-specific capital … requirements on cross-border bank loan supply from 1999 Q1 to 2006 Q4. By examining a sample in which each recipient country has …

The credit risk that an individual bank poses to the rest of the financial system depends on its size, the type of …

direct spillovers from one bank to another: liquidity hoarding, asset price contagion, and the propagation of defaults via …