interest margin (NIM) and its components, retail lending and retail deposit rates. Using two proprietary bank-level data sets …

Bank capital ratios have increased steadily since the financial crisis. For a sample of 94 large banks from advanced …

We study the transmission of monetary policy through bank securities portfolios using granular supervisory data on U ….S. bank securities, hedging positions, and corporate credit. Banks that experienced larger losses on their securities during …

shocks. Much less is known about how lending relationships and bank-specific characteristics affect the functioning of the … investigate how bank-specific characteristics (size, liquidity, capitalization, funding structure) and the bank-firm relationship …

-border bank lending outflows from UK banks. Vice-versa, easier macroprudential policy amplifies impacts. The results are …

Bank-created money, shadow-bank money, and Treasury bonds all satisfy investors' demand for a liquid transaction medium … extent to which they are substitutes, and the amount of liquidity per unit delivered by each asset. Treasury bonds and bank …. Our results on the imperfect substitutability of bank and shadow-bank money also inform analyses of the coexistence of the …