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

the change in eligibility criteria for collateral in central bank refinancing operations. Our results show that market … observe a broad-based flight to liquidity. The European Central Bank's unconventional monetary policy had a strong impact on …

the banks' trading revenues and help to explain the bank VaR performance results. While highly conservative in the pre …-crisis period, bank VaR exceedances were excessive and clustered in the crisis period. All benchmark VaRs were more accurate in the …-period market conditions. Despite their weaker performance, the bank VaRs exhibited greater predictive power for a measure of …

We use a unique data set that comprises each bank's bids in the Eurosystem's main refinancing operations and its … that a bank's willingness-to-pay is a good indicator for the probability that this bank draws on the LOLR facility. Our …

policymakers' efforts to strengthen bank capitalization …

), our approach estimates bank asset holdings at higher frequencies which allows us to derive precise estimates of (i …

to a statistically significant and negative impact on the real economy. This impact increases with the size of the bank … the stringency of regulatory standards should vary with bank size, and support the idea that the largest banks should be …

, in the context of the eurozone periphery, the increase in domestic government bond holdings, the reduction of bank credit …