We investigate whether idiosyncratic interbank funding shocks affecting a bank headquarters can trigger a liquidity …-wide freeze. These effects increase in branches' reliance on internal funding and vary depending on banks' access to central bank …

this development: First, using the German security register, this paper shows that scarcity affects bank funding costs, as …

determined by (i) the specific time period (crisis vs. non-crisis) and (ii) the balance sheet strength of the firm's main bank in … terms of bank capital. Results of difference-in-differences estimations utilizing three time periods: 2002-2006 (pre …

We show that the transmission of the European Central Bank’s (ECB) recent monetary policy tightening differs across …

The internal ratings-based (IRB) approach maps bank risk profiles more adequately than the standardized approach. After … may only enforce strict supervision on capital requirements if they do not jeopardize bank existence. …

How do real interest rates affect financial fragility? We study this issue in a model in which bank borrowing is … subject to rollover risk. A bank’s optimal borrowing trades off the benefit from investing additional funds into profitable … assets with the cost of greater risk of a run by bank creditors. Changes in the interest rate affect the price and amount of …

across the overall bank anymore. This raises the questions of how banks roll out the IRBA and what the consequences of … that bank risk management improves with a progressing rollout. …

, we show that the economic impact of changes in bank capital requirements depends on the state of the macro …, the impact on bank loan supply works through a ”pricing channel” which is small: around 0.1% less loans for a 1pp increase …

This paper proposes a quantitative multi-sector DSGE model with bank failure and firm default to study the interactions … between bank regulation and climate policy. Households value the liquidity of deposits, which are protected by deposit … insurance. Banks collect deposits and issue equity to extend defaultable loans to clean and fossil energy firms. Bank capital …