important determinant of the contraction of credit in the mortgage market, but as separate from the precipitous fall in credit … to liquidity risk contracted their supply of credit more sharply. I contribute to the identification of this effect by … relying on the use of micro-level data on US mortgage loan applications, which allows me to identify liquidity risk as an …

We document that banks reduce supply of jumbo mortgage loans when policy uncertainty increases in their headquarter … markets through banks' credit supply decisions and that it can spill over across states through lending by banks serving …

We show that banks reduce the supply of jumbo mortgage loans when policy uncertainty increases, as measured by the … uncertainty has a real effect on residential housing markets through banks' credit supply decisions and that it can spill over …

regulatory capital buffer requirements for banks. The gap between the ratio of credit-to-GDP and its long-term backward …-wide vulnerabilities that typically lead to banking crises. Other indicators, such as credit spreads, are better in indicating the release … phase as they are contemporaneous signals of banking sector distress that can precede a credit crunch …

) in 2011. We find that US firms experience a reduction in credit lines but not in term loans from EU banks. In addition …, US firms are able to compensate for the reduction in credit lines from EU banks by securing liquidity facilities from US …

-dealers when they are more profitable. These results allow for a better understanding of banks' credit risk management …

surprises on credit supply, I take the changes in interest rate derivatives immediately after each MP announcement and bring … of the effects of contractionary MP on credit and about two thirds on employment …

This paper focuses on the recent changes in banking systems and how bank-specific characteristics have affected credit … supply in five Latin American countries (Brazil, Chile, Colombia, Mexico and Peru). We use detailed credit registry data and … funding, and a commercial business model generally supply more credit. Such banks are also more sheltered from monetary and …

We study the impact of bank credit supply on firm output and productivity. By exploiting a matched firm-bank database … which covers all the credit relationships of Italian corporations over more than a decade, we measure idiosyncratic supply …-side shocks to firms' credit availability. We use our data to estimate a production model augmented with financial frictions and …

This paper uses loan-level data from Peru's credit registry to determine how the role of bank-specific characteristics … (i.e. bank size, liquidity, capitalization, funding, revenue, and profitability) may affect the supply of credit in …. Finally, we assess how the link between bank-specific characteristics and credit supply is affected by global financial …