corresponding risk-taking, the ensuing effect on their profitability and the respective publication effect. Exploiting the …

We analyse the impact of standard and non-standard monetary policy measures on bank profitability. For empirical … monetary policies on market-based measures of expected bank profitability and credit risk, by employing an event study analysis … identification, the analysis focuses on the euro area, thereby exploiting substantial bank and country heterogeneity within a …

This paper addresses the trade-off between additional loss-absorbing capacity and potentially higher bank risk …

towards households, with negative effects on profitability. Also, we find that parents cut down on holdings of debt and equity …

how to treat sovereign exposures in bank regulation. Our contributionis to model endogenous sovereign portfolio …

crucial complementarities between supervision and monetary policy: centralised supervision offsets excessive bank risk …

analyzes the implications of the change from IAS 39 to IFRS 9 in the context of bank resilience. We shed light on two effects … bank resilience through lower capital levels. In the absence of archival data of IFRS 9 and their potential biases due to …IFRS 9 substantially affects the financial sector by changing the impairment methodology for credit losses. This paper …