monetary policy does alter bank loan supply, with the effects most dependent on the liquidity of individual banks. Unlike in … the US, the size of a bank does generally not explain its lending reaction. We also show that the standard publicly …

bank panel regressions and macroeconomic factor models. We first identify bank leverage shocks at the micro level and … leverage of the financial system, and prompted proposals by bank supervisors to significantly tighten bank capital requirements … new approach based on a data-rich environment at both the micro (bank) level and the macro level, using a combination of …

We analyze the dynamics of the bank interest rates on the new short-term loans granted to non-financial corporations in … rates in the empirical financial literature, we find that bank interest rates do not display evidence of mean reversion, and … that the variance increases with the level of the bank rates only for a few countries. Moreover, we notice that the …

We analyse the dynamics of the pass-through of banks’ marginal cost to bank lending rates over the 2008 crisis and the …-run relationship moved with the sovereign debt crises to a new one, with a slower pass-through and higher bank lending rates. Its …

’s volatility) and bank-specific variables (size, capital ratio, ratio of non interest income to assets) that significantly affect …

from an implicit bank specific capital target and macro impacts of capital shortages on aggregate lending. (i) Our … quantitative country-wide index of bank capitalisation is consistent with the qualitative reports of the ECB Bank Lending Survey …

heterogeneous patterns in the interest rates paid to borrow unsecured funds once bank size and other bank and market factors that …, but the economic size of the effect is small. Bank reputation and perceived credit riskiness are the most relevant factors … “punishment”, which possibly reflects market discipline. Bank reputation becomes even more important. (3) After Lehman …

panel of French banks based on new ESCB harmonised bank interest rate statistics (MIR: Monetary Interest Rates). The data … two approaches: firstly a univariate approach for each bank and secondly a panel data approach. An evaluation of the …The present paper investigates the pass-through mechanism between market interest rates and bank interest rates using a …