that failed during the 2007/2008 crisis. Excess equity returns in response to bank bailouts are overall negative and …

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 …

variation in the data based on the theories of bank capital regulation. The results show that countries with high average …

Focusing on some key metrics of bank performance, such as revenues and loan charge-off rates, we estimate the fraction … factors can explain the preponderance of the fluctuations in charge-off rates. By contrast, bank-specific, idiosyncratic … factors account for a sizable share of the variation in bank revenues. These results point to importance of bank …

large U.S. banks assign to syndicated loans for regulatory capital purposes. Using internal bank data on loans that had PDs … and LGDs assigned by more than one bank, we find substantial dispersion in these parameters. Banks differ substantially in … PDs, but only a few set PDs systematically higher or lower than the median bank. However, many banks differ from the …

that failed during the 2007/2008 crisis. Excess equity returns in response to bank bailouts are overall negative and …

We study the transmission of financial shocks across borders through international bank connections. Using data on … countries experiencing systemic banking crises on profitability, credit, and the performance of borrower firms. Crisis exposures … reduce bank returns and tighten credit conditions for borrowers, constraining investment and growth. The effects are larger …

non-banks. Third, this currency dimension of the bank lending channel works similarly across the three currencies … suggesting that the cross-border bank lending channel of liquidity shock transmission may not be unique to lending in USD …