financial institutions. First, we establish that age, gender, and education jointly affect the variability of bank performance …

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 …

This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the … for earnings from bank-individual maturity transformation strategies, we find all banks to charge additional fees for …

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 …

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 …

methodology developed by Amiti and Weinstein (2013) to a rich dataset of matched bank-firm loans in the Portuguese economy for the … growth rate of individual loans in our dataset is decomposed into bank, firm, industry and common shocks. Adverse bank shocks …

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 …

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 …