not change their risk exposure. -- FAVAR ; bank risk taking ; macro-finance linkages ; monetary policy ; commercial …

This paper examines the bank lending channel of monetary transmission in Malaysia, a country with a dual banking system … (TVAR) model is estimated to take into account possible nonlinearities in the relationship between bank lending and monetary …

This paper seeks to understand the interplay between banks, bank regulation, sovereign default risk and central bank … guarantees in a monetary union. I assume that banks can use sovereign bonds for repurchase agreements with a common central bank … cheaply, effectively shifting the risk of some of the potential sovereign default losses on the common central bank. …

This paper analyzes the implications of the gradual rise in bank concentration since the 1990s for the transmission of … the level of local bank concentration and bank capitalization. I find that banks operating in high-concentration markets … in local deposit and loan markets, along with bank capital requirements, lead to frictions on the pass-through to the …

taxes on bank wages. As the corporate tax may be borne by labor, a natural question to ask is whether the economic incidence … of foreign-source bank income is almost fully passed through to higher interest margins charged abroad. The result may …

rate of growth of capital asset or income whether source of borrowing is bank or money lender. This is then formalized in a …

granular effects: if markets are very concentrated in terms of the size distribution of banks, idiosyncratic shocks at the bank … of itself, and it may also influence concentration in banking and thus the impact of bank-specific shocks for the … micro-macro panel dataset. Our research has three main findings: First, bank-level shocks significantly impact on GDP …