question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …

: the internal rating systems -- Chapter 3) Credit guarantees: the role in bank lending -- Chapter 4) Banks, firms and …’s dynamics. Chapters discuss the role of bank lending in firms’ financing during the recent financial crisis, as well as issues … in credit risk management. The discussion also examines regulatory requirements impacting banks and firms (Basel III) and …

, the equilibrium loan rate spread increases, which raises bank profitability and the market-to-book value of bank capital …. Hence, banks build up larger capital buffers which (i) lowers the public losses in case of a systemic crisis and (ii … model’s dynamic implications in a panel VAR estimation, which suggests that bank lending has even increased in the long …

types of bank capital affect bank lending and whether this relation changes in times of the global financial crisis. Chapter …Chapter 1 Introduction -- Chapter 2 The use of financial derivatives and risks of U.S. bank holding companies … -- Chapter 3 Quality of bank capital and bank lending behavior during the global financial crisis -- Chapter 4 Competition in the …

core. The estimated model matches four facts about banks' Tobin's Q that summarize bank leverage dynamics. (1) Book and … nor market leverage constraints are binding for most banks; (4) bank leverage and Tobin's Q are mean reverting but highly …We propose a dynamic bank theory with a delayed loss recognition mechanism and a regulatory capital constraint at its …