change in NPL ratios tends to depress bank lending volumes, widens bank lending spreads and leads to a fall in real GDP …

in line with the economic conditions they face. Bank responses feed back to the macroeconomic environment affecting …

This paper uses a unique dataset where credit rejections experienced by euro area firms are matched with firm and bank … characteristics. This allows us to study simultaneously the role that bank and firm weakness had in the credit reduction observed in … strong determinants of credit rejections, in the crisis period bank weakness made it harder to obtain external finance for …

This paper describes a machine learning technique to timely identify cases of individual bank financial distress. Our … financial distress, in order to capture bank distress cases at an earlier stage with respect to the existing literature on bank … failures; by doing so, given the rarity of bank defaults in Europe we significantly increase the number of events on which to …

We analyse the impact of standard and non-standard monetary policy measures on bank profitability. For empirical … identification, the analysis focuses on the euro area, thereby exploiting substantial bank and country heterogeneity within a … monetary union where the central bank has implemented a broad range of unconventional policies, including quantitative easing …

sector health. Based on granular bank-firm data pertaining to small and medium-sized enterprises (SME) from five stressed and …