framework were more likely to require public support during the crisis. We instrument some characteristics of bank balance … sheets with these prudential indicators to investigate how they affect bank resilience. The share of non-interest income …

dimensionality reduction optimally, given the nature of our dataset which features a large number of dimensions for each bank ('fat …

We analyse the impact of standard and non-standard monetary policy measures on bank profitability. For empirical … monetary policies on market-based measures of expected bank profitability and credit risk, by employing an event study analysis … identification, the analysis focuses on the euro area, thereby exploiting substantial bank and country heterogeneity within a …

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

estimate the impact of the ECB's dividend recommendation on bank lending and risk-taking. To address identification issues, we …