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

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

explain about two-thirds of the variation of bank capitalization over the business cycle. We estimate that provisioning …

We contribute to the empirical literature on the impact of shocks to bank capital in the euro area by estimating a … economy, namely a demand shock and a shock to bank capital. The main findings of the paper are as follows: i) Impulse …-response analysis shows that in response to a shock to bank capital, banks boost capital ratios by reducing their relative exposure to …

How do capital and liquidity buffers affect the evolution of bank loans in periods of financial and economic distress … relates macroeconomic aggregates to individual bank balance sheet items and interest rates. We find that banks with high … liquidity buffers also affect bank responses to monetary policy shocks. High bank capitalisation reduces the degree to which …

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