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 …

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

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 …

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

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 …

instruments to study international spillovers of prudential policy changes for bank lending growth. The collective analysis has … three main findings. First, prudential instrument effects sometimes spill over across borders through bank lending. Second …, international spillovers vary across prudential instruments and are heterogeneous across banks. Bank-specific factors like balance …

healthy competing banks' increased lending, providing fresh evidence from the perspective of bank competition …

banks with foreign affiliates for the years 2002-2011, we study bank internationalization before and during the crisis. Our …

affects bank lending depends on the whether the banks are drawing on official sector liquidity facilities. Third, liquidity … heterogeneity in the balance sheet characteristics that affect banks' responses to liquidity risk. Overall, bank balance sheet …