We examine whether Fitch support ratings of US banks depend on bank size. Using quarterly data for the period 2004:Q4 … to 2012:Q4 and controlling for several factors that make large and small banks different, we find that bank size is …

We examine whether bank earnings volatility depends on bank size and the degree of concentration in the banking sector … quality of management, leverage, and diversification , we find that bank size reduces return volatility. The negative impact … of bank size on bank earnings volatility decreases (in absolute terms) with market concentration. We also find that …

interaction between business cycles and bank behaviour over the past two decades for 26 industrial countries. As expected, profits … procyclicality. Lending fluctuates with the business cycle too, but appears to be driven by demand rather than by supply factors such …

banks' funding costs and corporate lending rates. Using a dataset of 26 Dutch banks from January 2008 to December 2011, I … corporate lending. This effect is caused by banks being not able to pass on their increased funding costs in the interbank … to have a major impact on corporate lending rates. …

created by unsound loan loss provisioning. This paper investigates how bank provisioning behaviour is related to the business … cycle, using 8,000 bank-year observations from 29 OECD countries over the past decade. Provisioning turns out to be …

created by unsound loan loss provisioning. This paper investigates how bank provisioning behaviour is related to the business … cycle, using 8,000 bank-year observations from 29 OECD countries over the past decade. Provisioning turns out to be …

This paper estimates the relation between bank profitability and economic downturns using a theoretical model that … takes into account the bank's lending history as well as amortization and losses on outstanding loans. We focus on total … bank profits and its components: net interest income, other income, and net provisioning plus other costs. Using both …

banks. However if in extreme scenarios the LCR becomes a binding constraint, the interaction of bank behaviour with the …-testing model, which takes into account the impact of bank reactions on second round feedback effects. We show that a flexible …