This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the … for earnings from bank-individual maturity transformation strategies, we find all banks to charge additional fees for …

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

minimum standard is unlikely to exhibit adverse consequences for credit supply and bank profitability. …

bank-level can impact aggregate volatility. We find weak evidence for a link between granular banking sector volatility and …

The role of bank capital as a propagation channel of shocks is strongly pronounced in recent macroeconomic models. In … this paper, we show how the evolution of bank capital depends on the share of non-state-contingent assets in banks’ balance …

We use a unique data set that comprises each bank’s bids in the Eurosystem’s main refinancing operations and its … that a bank’s willingness-to-pay is a good indicator for the probability that this bank draws on the LOLR facility. Our …

products. We find that a bank’s operational efficiency is priced in bank loan rates and alters interest-setting behavior … frontier analysis to comprehensively capture cost efficiency, we take the bank customers’ perspective and demonstrate the … ; bank efficiency ; cost efficiency ; stochastic frontier analysis …