risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …, on average, lower loan losses, (b) the loss rate of a given industry in a bank's loan portfolio is lower if the bank has …

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 …

In this paper we relate a bank’s choice between retail and wholesale liabilities to real economic uncertainty and the … resulting volatility of bank loan volumes. We argue that since the volume of retail deposits is slow and costly to adjust to … shocks in the volume of bank assets, banks facing more intense uncertainty and more volatile loan demand tend to employ more …

This paper studies the impact of bank regulation and taxation in a dynamic model where banks are exposed to credit and … an inverted U–shaped relationship between capital requirements and bank lending, efficiency, and welfare, with their … welfare costs than taxes on non-deposit liabilities. -- Bank Regulation ; Taxation ; Dynamic Banking Model …

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

In attempting to promote bank stability, the Basel Committee on Banking Supervision (2006) provides a framework that … regarding the treatment of tail risk. -- Bank regulation ; bank stability ; Basel framework ; crisis ; tail risk …