substantially higher when GDP growth is lower, reflecting increased riskiness of the credit portfolio when the business cycle turns … downwards, which also increases the risk of a credit crunch. This effect is mitigated somewhat as provisions rise in times when …

substantially higher when GDP growth is lower, reflecting increased riskiness of the credit portfolio when the business cycle turns … downwards, which also increases the risk of a credit crunch. This effect is mitigated somewhat as provisions rise in times when …

credit losses rise when the cycle falls, but less so when net income of banks is relatively high, which reduces …

evidence of a direct effect; research focuses on the indirect effects of capital requirements on credit supply, bank asset risk … credit supply as well as decrease credit demand by raising lending rates which may slow down economic growth. However, having …

This paper discusses liquidity regulation when short-term funding enables credit growth but generates negative systemic … incentives for risk creation. When banks differ in credit opportunities, a Pigovian tax on short-term funding is efficient in … containing risk and preserving credit quality, while quantity-based funding ratios are distorsionary. Liquidity buffers are …

the US banking stress tests on banks' equity prices, credit risk, systematic risk, and systemic risk during the 2009 …