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 …

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

likelihood of bank distress makes banks reduce their on-balance sheet interest rate exposure and simultaneously intensify their …

This study investigates the bank competition-stability nexus using a unique regulatory dataset provided by the Deutsche … Bundesbank over the period 1994 to 2010. First, we use outright bank defaults as the most direct measure of bank risk available … and contrast the results to weaker forms of bank distress. Second, we control for a wide array of different time …

finance premium, while a BGG model generates too low volatility. The full model also matches the procyclicality of bank …

cause a bank to cross the frontier between survival and default. Afterward, the scenario which is most probable has to be …

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

This study investigates the bank competition-stability nexus using a unique regulatory dataset provided by the Deutsche … Bundesbank over the period 1994 to 2010. First, we use outright bank defaults as the most direct measure of bank risk available … and contrast the results to weaker forms of bank distress. Second, we control for a wide array of different time …