This paper studies episodes in which aggregate bank credit contracts alongside expanding economic activity-credit …--on average, they occur every five years. By comparison, banking crises take place every eight years on average. Credit reversals …

This paper studies the relationship between banks' holdings of domestic sovereign securities and credit growth to the … lower credit growth to the private sector and with a higher return on assets of the banking sector. Analysis suggests that … the negative relationship between banks' claims on the government and private sector credit growth mainly reflects a …

liquidity risk factor. Results show that the level of bank returns is not directly affected by the SLRI, but their volatility … increases when liquidity conditions deteriorate. I do not find a strong association between bank size and exposure to the SLRI …I construct a systemic liquidity risk index (SLRI) from data on violations of arbitrage relationships across several …

intraday credit exposures that arises in net settlement systems and in real-time gross systems when the central bank provides … institutions. The objective of these reforms has been to achieve a reduction of the credit risk associated with the growth in … daylight overdrafts. Intraday payments-related credit in net settlement systems has been reduced by restructuring payment …

a bank. Failure to identify deterioration in credit quality in a timely manner can aggravate and prolong the problem …Adequate loan classification practices are an essential part of a sound and effective credit risk-management process in …

This paper analyses the effect of asset prices on credit growth in France and tries to disentangle credit demand and … supply factors, both for the whole 1993-2010 period and during periods of financial instability. Using bank-level panel data … period, but without credit supply factors being singled out. By contrast, housing price growth has a significant effect …

We examine how the cost of corporate credit varies around fiscal consolidations aimed at reducing government debt …

are experiencing credit booms. This paper analyzes the role of foreign-owned banks in these credit booms. The results show … financial conditions in the foreign bank''s home country …

, and bank mortgages are intertwined in what we call a deadly embrace. Without macroprudential policies, this deadly embrace …