bank-level dataset to assess at a quarterly frequency how changes in the U.S. Federal funds rate (before the crisis) and … the existence of a potent global bank lending channel. In response to changes in U.S. monetary conditions, U.S. banks … strongly adjust their cross-border claims in both the pre and post-crisis period. However, we also find that U.S. bank …

This paper measures the economy-wide impact of bank distress on the loss of relationship benefits. We use the near …-collapse of the Norwegian banking system during the period 1988 to 1991 to measure the impact of bank distress announcements on … the stock prices of firms maintaining a relationship with a distressed bank. We find that although banks experience large …

associated with loan terms, we document that longer firm-bank relationships deepen private information often strongly nonlinear … firms, smaller, leveraged, and illiquid banks, at longer firm-bank distances, and during non-COVID times. …