markets leading to looser credit standards and subsequent financial stability problems. We analyze the sequential … deterioration of credit in this country considering rating changes in individual securitized deals and on balance sheet bank … which loan growth, on balancesheet credit quality and rating changes are estimated simultaneously. Our results suggest that …

We study the impact of macroprudential capital buffers on banking groups' lending and risk-taking decisions, also … buffers, subsidiaries deleverage lending and risk-taking towards non-financial corporations and marginally expanded lending … affiliated banks' lending activity. Therefore, to ensure the effectiveness of macroprudential policy, it is essential that …

and reduced lending more than banks using a standardized approach. This effect is not driven by borrowers' quality or by … banks in countries with credit booms before the pandemic. The higher risk sensitivity of IRB models does not always result … in lower credit provision when risk intensifies. Certain features of the IRB models - the use of a downturn Loss Given …

A growing body of literature indicates that competition increases bank soundness. Applying an industrial organization … role in the transmission from competition to soundness. We use a two-pronged approach. First, we employ Granger causality … tests to establish the link between competition and measures of profit efficiency in banking, and find that competition …

macroprudential policy is represented by a convex dependence of bank capital requirements on the quantity of uncollateralized credit …