methodology developed by Amiti and Weinstein (2013) to a rich dataset of matched bank-firm loans in the Portuguese economy for the … one banking relationship as long as they account for only a small share of the total loan volume of their banks. The … access to alternative financing sources. For the economy as a whole, granular shocks in the banking system account for around …

The novel partial-use philosophy by the Basel Committee on Banking Supervision initiates a paradigm shift for banks … across the overall bank anymore. This raises the questions of how banks roll out the IRBA and what the consequences of … partial use may be. We reveal that banks with little rollout progress over time can keep annual cost growth comparatively low …

concern. The Basel Committee on Banking Supervision (2009) advises banks to use credit portfolio models with caution when … through credit portfolio models. In other words, do credit portfolio models serve as a relevant determinant for banks to … credit portfolio models positively and significantly affects regulatory capital decisions of banks both directly following …

portfolio, one for market risk and one for credit risk. Similar approaches are common in banks’ internal models for economic …

identified. This paper sketches a framework for a quantitative reverse stress test for maturity-transforming banks that are …

likelihood of bank distress makes banks reduce their on-balance sheet interest rate exposure and simultaneously intensify their … swap use. Exogeneity tests indicate that both decisions are only endogenous to each other for banks that start using swaps … for the first time. For other banks, the maturity gap is endogenous to the decision to use swaps, but the reverse …

these two measures for large European banks in post subprime crises era. The analysis makes use of conventional Granger … causality test statistics for individual banks and for the whole panel data. As for the results, we find that the lead …-lag relationship between these variables varies over time and over different banks and economic regimes. The lead of distance …

Excessive credit creation by banks was at the root of the recent financial crisis. Nevertheless, micro …-prudential regulation lacks a clear methodology to identify these banks. Combining arguments from banking and auction theory, we show that …. Unlike traditional measures of (excessive) loan growth, our new measure identifies banks that are affected by abnormal loan …

-varying characteristics of banks which are likely to influence the competition-risk taking channel. Third, we include different measures of …-specific market power, our results support the view that market power tends to reduce banks' default probability. In contrast, using … strong support that increased competition lowers the riskiness of banks. …