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estimated while controlling for the macroeconomic environment. An increase in bank' balance sheet risk is shown to increase the …
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How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks’ lending, their corresponding risk-taking, the ensuing effect on their...
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explain about two-thirds of the variation of bank capitalization over the business cycle. We estimate that provisioning …
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This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that …
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