that supervision should include a comprehensive view of different bank risk dimensions. …

expected loss model in IFRS 9. This study contributes to the extant literature by separately analyzing the cyclical effects of …

A bank's decision on loan supply and capital structure determines its immediate bankruptcy risk as well as the future … availability of internal funds. These internal funds in turn determine a bank's future costs of external finance and future …-to-asset ratios, liquidity coverage ratios and regulatory margin calls on the dynamics of loan supply and bank stability. Only …

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 …

minimum standard is unlikely to exhibit adverse consequences for credit supply and bank profitability. … profitability of German banks and their capacity to lend. With a NSFR-model that is partially calibrated against reported NSFRs, we …

profitability, reducing bank incentives to accumulate equity buffers and, therefore, increasing the incidence of bank failure … 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 …

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. …

We examine the role of bank balance sheet strength in the transmission of financial sector shocks to the real economy … bank credit. We find that banks with strong balance sheets were better able to maintain lending during the crisis. In … that strong bank balance sheets are key for the recovery of credit following crises, and provide support for regulatory …