results enhanced price discrimination as the impact on bank CDS spreads and equity prices tended to be stronger for the weaker …

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

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 …

We study how the consequences of violations of covenants associated with bank lines of credit to firms vary with the … the heart of a new bank liquidity channel. This channel complements the traditional bank lending channel, which focuses on …

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 …

In this study, we reassess the links between commercial bank ownership and lending growth during the 1996–2019 period …. Moreover, we find evidence that bank-specific characteristics were more important determinants of credit growth than ownership …