depreciations lead to increased bank loan supply of large banks with significant net foreign asset exposure. This increase in …This paper uses matched bank-firm-level data and the 2014 depreciation of the euro to show that exchange rate … lending can be explained by a shift in credit towards both export-intensive firms and small banks without foreign asset …

loan portfolio. Using three different measures of forward-looking provisioning, we find typical German banks, most of them …

CCyB, especially relative to countries where a bank regulator or the central bank has the authority to set the CCyB. While …

We investigate how banks' capital and lending decisions respond to changes in bankspecific capital and disclosure … requirements. We find that an increase in the bankspecific regulatory capital requirement results in a higher bank capital ratio … and higher bank leverage. We do not observe differences between confidential and public disclosure of capital requirements …

Using a unique data set on German banks' sector specific loan exposures to the real economy and the corresponding write … risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …. In our empirical study for the period 2003-2011, we find that (a) banks which are specialized in certain industries have …

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 …

In the presence of financial frictions, banks' capital position may constrain their ability to provide loans. The … approaches. First, we use microeconomic balance sheet data from Germany and estimate banks' loan supply response to capital … equilibrium elasticity of bank loan supply with respect to bank capital. Although the targeted elasticity is remarkably different …

unweighted leverage requirements, their differential impact on bank lending, and equity buffer accumulation in excess of … regulatory minima. Tighter risk-weighted capital requirements reduce loan supply and lead to an endogenous fall in bank … profitability, reducing bank incentives to accumulate equity buffers and, therefore, increasing the incidence of bank failure …

Recent regulatory efforts aim at lowering the cyclicality of bank lending because of its potential detrimental effects … on financial stability and the real economy. We investigate the cyclicality of SME lending by local banks with vs … maximization and a sustainable provision of financial services to local customers. We find that banks with a public mandate are 25 …