Systemically Important Banks (G-SIBs) on bank lending behaviour. Using a difference-in-differences estimation strategy, we find no …

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. …

the role played by bank-level variables, banking sector features in each country, and the specific characteristics of the …/substitution effects of both bank- and portfolio-level variables with the characteristics of the banking sector when explaining credit risk …

standards change in reaction to two specific macroeconomic developments, namely an increase in bank funding costs and a sudden …. Insofar, we provide evidence of heterogeneity in the bank lending channel, depending on the situation of the lenders and the …

This paper presents evidence that personal relationships between corporate borrowers and bank loan officers improve the … outcomes of loan renegotiation. Analysing a bank reorganization in Greece in the mid-2010s, I find that firms that experience …

How much of the heterogeneity in bank loan pricing is explained by disparities in banks' attitude towards risk? The … answer to this question is not simple because there are only very weak proxies for gauging the degree of a bank's risk … confirm that disparities in market power, banks' funding costs, and banks' funding risks are re ected in bank lending rates …

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 …

reallocates mostly towards safer producers. Lending standards propagate bank capital shortfalls through labor misallocation … increasing. Finally, with endogenous lending standards, first-moment bank capital shocks look like second-moment shocks. …