We find that that the Current Expected Credit Loss (CECL) standard would slightly dampen fluctuations in bank lending … capital distributions. We consider a variety of approaches to address uncertainty regarding the management of bank capital and …

in bank capital requirements. Intuitively, higher capital requirements raise banks’ skin in the game and screening out …

the banks' trading revenues and help to explain the bank VaR performance results. While highly conservative in the pre …-crisis period, bank VaR exceedances were excessive and clustered in the crisis period. All benchmark VaRs were more accurate in the …-period market conditions. Despite their weaker performance, the bank VaRs exhibited greater predictive power for a measure of …

change charters, an effect that is large for both national and state charters. In addition, controlling for bank ratings …

large U.S. banks assign to syndicated loans for regulatory capital purposes. Using internal bank data on loans that had PDs … and LGDs assigned by more than one bank, we find substantial dispersion in these parameters. Banks differ substantially in … PDs, but only a few set PDs systematically higher or lower than the median bank. However, many banks differ from the …

We study short-term and medium-term changes in bank risk-taking as a result of supervision, and the associated real … effects. For identification, we exploit the European Central Bank's asset-quality review (AQR) in conjunction with security …

We investigate whether the bank examination process provides useful insight into bank future outcomes. We do this by … conducting textual analysis on about 5,500 small to medium-sized commercial bank examination reports from 2004 to 2016. These …, management, earnings, and liquidity. Each component is given a categorical rating, and each bank is assigned an overall composite …

banks submit in Term Deposit Facility operations, a Federal Reserve tool created to manage the quantity of bank reserves. We … term deposits qualify for the LCR. These results suggest that liquidity regulation affects bank demand in monetary policy …