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

that has been little explored in the empirical literature is the market for bank’s exchange-traded option contracts. In …-varying covariates typically included in bank failure models. Overall, both accounting information and option prices contain useful …

We propose a novel approach to assess whether banks' financial conditions, as reflected by bank-level information … summarizing large sets of individual bank balance sheet ratios in a standard factor-augmented vector autoregression model (FAVAR … of adjustments in banks' balance sheets structure. However, we also find that fluctuations in bank ratio factors are …

buffers and loan growth with firm-level data for French banks over the period 1993—2009. Our findings reveal that bank capital … capital is considered. Moreover, by performing Granger causality tests at the bank level, we find evidence of a two …

provision of central bank liquidity to banks has on the credit supply to firms. We control for credit demand by examining firms … banks bid more, and larger borrowers benefited more. The opportunity to substitute long-term central bank borrowing for …

one bank which is more conservative than others. Regarding Probabilities of Default (PDs), the banks exhibit broadly …