minimum standard is unlikely to exhibit adverse consequences for credit supply and bank profitability … profitability of German banks and their capacity to lend. With a NSFR-model that is partially calibrated against reported NSFRs, we …

charged already higher interest rates to their borrowers after controlling for other bank specific characteristics and general …

experience of the United States during the Great Depression, a period of intense bank distress, to conduct our analysis. We … availability as indicated by the survey. A number of scholars have posited different ways that bank distress constrained credit …. In this study, we find that bank failures had the most dominant impact, but there is also some evidence for the …

Recent regulatory efforts aim at lowering the cyclicality of bank lending because of its potential detrimental effects …. without a public mandate, controlling for location, size, loan maturity, funding structure, liquidity, profitability, and …

growth known from macroeconomics to identify credit booms and test our model for German bank and bankportfolio level data …

the security level for each bank in each period, we find that during the crisis, banks with higher trading expertise …

risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …, on average, lower loan losses, (b) the loss rate of a given industry in a bank's loan portfolio is lower if the bank has …

lending behavior and risk sensitivity of a risk-neutral bank. CDS contracts may be used to hedge a bank's credit risk exposure … at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk … credit risk. Under the substitution approach in Basel II (and III) a risk-neutral bank will over-, fully or under-hedge its …

In this paper, we analyze the impact of loan growth and business model on bank risk in 15 EU countries. In contrast to …, decreases with bank size possibly because large banks are more active in volatile trading and off-balance sheet activities such …