estimated while controlling for the macroeconomic environment. An increase in bank' balance sheet risk is shown to increase the …

This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that …

the ECB/EBA stress test impact and the SRISK stress impact on a set of factors that are commonly associated with bank … credit losses and bank vulnerability, we find that the ECB/EBA stress impact is consistent with findings in the literature on … bank equity, the SRISK measure appears poorly matched as a benchmark for the supervisory stress test in Europe, which is …

policy period, change in banks’ competitive behaviour affected the bank lending channel and discouraged banks from taking …

deposits towards non-deposit liabilities. We find that unobserved time-invariant bank fixed effects are ultimately the most … important determinant of banks' capital structures and that banks' leverage converges to bank specific, time invariant targets …

We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institutions (O …

insights on how to design effective bank capital requirement releases in crisis time …

the effect of competition on realised bank risk (i.e. more intense competition and greater use of securitisation is …