We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …

explain about two-thirds of the variation of bank capitalization over the business cycle. We estimate that provisioning …

We contribute to the empirical literature on the impact of shocks to bank capital in the euro area by estimating a … economy, namely a demand shock and a shock to bank capital. The main findings of the paper are as follows: i) Impulse …-response analysis shows that in response to a shock to bank capital, banks boost capital ratios by reducing their relative exposure to …

We analyse the impact of the Liquidity Coverage Ratio (LCR) on the demand for central bank reserves in the euro area …. Specifically, our results suggest that banks with low LCRs relative to peers increased their central bank reserve holdings as a …

How do capital and liquidity buffers affect the evolution of bank loans in periods of financial and economic distress … relates macroeconomic aggregates to individual bank balance sheet items and interest rates. We find that banks with high … liquidity buffers also affect bank responses to monetary policy shocks. High bank capitalisation reduces the degree to which …

design effective bank capital requirement releases in crisis time. …

overnight unsecured loans. Using proprietary bank-level data, we find that interbank rate uncertainty signi cantly raises … positions and greater access to central bank funding. …

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