which a bank’s probability of success depends on the quality of its risk measurement and management systems. Under Basel II …. We show that, under stringent Pillar 3 disclosure requirements, banks’ equilibrium probability of success and total …

Basel II framework requires banks to conduct stress tests on their potential future minimum capital requirements and … requirements in which banks’ corporate credit risks are modeled with macroeconomic variables. We can thus define scenarios such as … tests based on scenarios envisaged by regulators are not likely to imply binding capital constraints on banks. …

of the relative health of community banks on economic growth and investigating potential transmission mechanisms for … market shares and higher efficiency rankings for small, private, domestically owned banks are associated with better economic … performance, and that the marginal benefits of larger shares are greater when the banks are more efficient. Only mixed support is …

Banks’ holding of reasonable capital buffers in excess of minimum requirements could alleviate the procyclicality … an important risk management issue for banks, which the Basle Committee (2002) suggests should be approached via stress …

price bank’s corporate loans, aiming at making bank managers aware of the creation/destruction of shareholder value. We show …

volumes remain essentially unchanged, because banks previously specializing in low-risk lending can adapt by granting both low …