, in the context of the eurozone periphery, the increase in domestic government bond holdings, the reduction of bank credit …

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 …

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

Our paper studies the role of the collateral channel for bank credit using confidential bank-firm-loan data. We … higher growth in bank lending with higher sensitivities for more credit constrained firms. Higher real estate values boost …

We construct a novel U.S. data set that matches bank holding company credit default swap (CDS) positions to detailed U …

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 …