macroprudential policy is represented by a convex dependence of bank capital requirements on the quantity of uncollateralized credit …. In our model, producers are financed by both bank debt and equity, and face a mix of systematic and idiosyncratic …

We study the prices that individual banks pay for liquidity (captured by borrowing rates in repos with the central bank … and benchmarked by the overnight index swap) as a function of market conditions and bank characteristics. These prices … depend in particular on the distribution of liquidity across banks, which is calculated over time using individual banklevel …

deposits and savings deposits. Bank soundness, credit risk and interest rate risk are found to exert a significant influence on …This paper investigates the dynamics of the pass-through between market interest rates and bank interest rates in the … monetary policy was up (down). Overall, we find that competition among banks and competition from financial markets result in a …

), well-functioning institutions are a key driving force for international bank flows. Specifically, foreign banks invest …This paper uses a large panel of bilateral bank flow data to assess how institutions and politics affect international … capital -bank in particular- flows. The following key findings emerge: 1) The empirical "gravity" model is the benchmark in …

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

bank interest rates, we likewise find that banks tend to price their loans more in accordance with the market in countries …This paper analyses the impact of loan market competition on the interest rates applied by euro area banks to loans and … stronger competition implies significantly lower spreads between bank and market interest rates for most loan market products …

-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 …This occasional paper explains why the bank lending survey was developed by the ECB and describes its main features. It …

simulation exercise is performed on how various external shocks affect the balance sheet of an average European bank under the …, 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 …

unique equilibrium path of bank and financial market lending. Yet we also show that economies whose fundamental …

This paper develops a DSGE model where banks use short-term deposits to provide firms with long-term credit. The demand … for long-term credit arises because firms borrow in order to finance their capital stock which they only adjust at …