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

deposits tends to be floored at zero, which limits the transmission of policy rate cuts to bank funding costs. We investigate … and sheds some new light on results that associate NIRP with a contraction in bank loans, albeit in specific market …, pointing to a strong complementarity of NIRP with central bank liquidity injections, e.g. via asset purchases …

the Bank of England's framework. We find that liquidity frontloading is a small scale central bank intervention which is …

Using US bank holding company data for the period 2001 to 2007, this paper examines the relationship between banks … significantly increases bank insolvency risk, albeit this varies for different levels of securitisation outstanding. Specifically …-scale” and/or first-time securitisers. In addition, we find that the type of facility provided has implications for bank risk …

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 …

bank and auction rates in its open market operations in times of financial market stress. In a theoretical model, it is … found that marginal rates at central bank auctions may increase if the share of troubled banks becomes too high relative to … market operations needed to absorb large stress levels in interbank money markets and hence contain central bank auction …

parent bank. We fi nd that the rise in counterparty risk substantially decreased the probability of obtaining funds from …