activities of Canadian banks. Using panel data for the six largest Canadian banks and their foreign activities in up to 94 …-pointtightening announcement in a foreign CCyB, the growth rate of cross-border lending between Canadian banks' head offices and borrowers in CCyB … also subjects foreign banks to domestic regulation, the direction of this effect differs from that of other forms of …

This paper studies optimal bank capital requirements in a model of endogenous bank funding conditions. I find that … requirements should be higher during good times such that a macroprudential "buffer" is provided. However, whether banks can use … reason is that a high requirement during the recovery lowers bank shareholder value during the crisis and thus creates …

banks attract cheaper deposit funding and require less capital. With a noisy signal, risk-sensitive capital regulation can … implement a separating equilibrium in which low-quality banks do not participate. We show that the degree of risk sensitivity is …

This paper studies how banks simultaneously manage the two sides of their balance sheet and its implications for bank … risk taking and real economic activity. First, we analyze how changes in funding affect the supply of bank loans. We then … examine how the supply of credit by banks that rely more on wholesale funding changed during periods of lowfor- long interest …

between these vehicles and lead banks. CLOs that have a relationship with the lead bank of the renegotiated loan are strong …We document that the structure of syndicates affects loan renegotiations. Lead banks with large retained shares have … fund not only their portion of the loan increase, but also the portion that was supposed to be funded by the lead bank. Our …

-consistent capital regulation requires that bank capital is rebuilt gradually during financial crises. In particular, banks must be able …Countercyclical bank capital requirements have emerged as a popular regulatory tool to help smooth financial cycles …. The idea is to reduce capital requirements when exogenous shocks cause aggregate bank capital to decrease so that …

: the internal rating systems -- Chapter 3) Credit guarantees: the role in bank lending -- Chapter 4) Banks, firms and …’s dynamics. Chapters discuss the role of bank lending in firms’ financing during the recent financial crisis, as well as issues … in credit risk management. The discussion also examines regulatory requirements impacting banks and firms (Basel III) and …

-party investors increase the insolvency risk of banks. This is particularly likely if a bank sells the senior tranche and retains a … sufficiently large firstloss position. The results do not rely on banks increasing leverage after the risk transfer, nor on banks …