bank data, time series of the LCR and NSFR for a sample of banks covering between 82% and 100% of total assets of the … extend the existing literature on the identification of the bank lending channel by adding as banks characteristics the … mainly works through small banks with a large shortfall in the NSFR. We also show that big banks are able to increase their …

the period 2003 Q1 to 2010 Q1. We discuss the mechanics behind the leverage cycle in Luxembourg?s banks and show that … these banks predominantly adjust leverage by changing both loans and deposits. One of our findings is that Luxembourg …?s banks have a procyclical leverage. This procyclicality is not due to marking-to-market but because Luxembourg?s banks are …

This paper investigates the effects of home country banking regulations on the performance of foreign banks in …, official disciplinary power and restrictions on bank activities, accounting for the regulatory regime applied to foreign banks …

sector and other private agents. We introduce endogenous default probabilities for both firms and banks, and allow for bank …