Authority, OLA) for different types of banks, we are able to simulate a quasi-natural experiment using a difference …-in-difference framework. We find that banks that are more affected by the introduction of the OLA (1) significantly decrease their overall … effectiveness of the regime change. This effect, however, does (3) not hold for the largest and most systemically important banks …

In terms of regulatory and economic capital, credit risk is the most significant risk faced by banks. We implement a … credit risk profiles of banks in the sample. Notwithstanding some caveats, the results demonstrate the potential value of …

credit risk, the real economy and banks’ capital requirements. Consequently, we argue that the MVAR provides a more accurate …

foreclosures or bottlenecks in judicial procedures may significantly increase losses facing banks. Finally, we demonstrate that our …

We study the prices that individual banks pay for liquidity (captured by borrowing rates in repos with the central bank … depend in particular on the distribution of liquidity across banks, which is calculated over time using individual banklevel … data on reserve requirements and actual holdings. Banks pay more for liquidity when positions are more imbalanced across …

loans and the spreads between the interest rates on loans granted by banks and the interest rates banks had to pay on their …

This paper analyses the impact of loan market competition on the interest rates applied by euro area banks to loans and … bank interest rates, we likewise find that banks tend to price their loans more in accordance with the market in countries … heavier in the loan market than in the deposit markets, so that banks compensate for their reduction in loan market income by …

-interest rate credit conditions and terms, the risk perception of banks and the willingness of banks to lend. Credit standards are … the internal guidelines or criteria of a bank which reflect the bank’s loan policy. The terms and conditions of a loan …

, and the interaction with banks’ risk management, supervisory tools and statistical requirements. It also examines how the … application of fair value accounting to banks’ trading book has impacted their share price volatility. It is concluded that the …