We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O … O-SII reduced, in the short-term, their credit supply to households and financial sectors and shifted their lending to … less risky counterparts within the non-financial corporations. In the medium-term, the impact on credit supply is defused …

While regulatory capital buffers are expected to be drawn to absorb losses and meet credit demand during crises, this …-cyclical behaviour to preserve capital ratios. By employing granular data from the credit register of the European System of Central … Banks, we isolate credit supply effects and find that banks with little headroom above regulatory buffers reduced their …

incorporating the possibility of a credit boom precipitating a financial crisis and a loss function reflecting financial stability …

to study contagion potential of an exogenous default shock via counterparty credit and funding risks. We construct …. Decomposing the results into the respective contributions of credit and funding shocks provides insights to the nature of … contagion which can be used to calibrate bank-specific capital and liquidity requirements and large exposures limits. We find …

is generally small. Surprisingly, we find that spill-overs of bank-related events are not significantly different from …

Systemically Important Banks (G-SIBs) on bank lending behaviour. Using a difference-in-differences estimation strategy, we find no … effect of the reforms on overall credit supply, while at the same time documenting a substantial decline in borrower- and …

natural experiment to study the effects of reduced bank capital adequacy on productivity. Affected banks respond not only by … cutting back on lending but also by reallocating credit to firms in financial distress with prior underreported loan loss … credit reallocation leads to a reallocation of production factors across firms. A partial equilibrium exercise suggests that …

releases and credit guarantees increased bank credit supply during the COVID-19 pandemic and interacted positively with banks …Macroprudential policies should strengthen the banking sector throughout the financial cycle. However, while bank … credit growth is used to capture cyclical exuberance and calibrate buffer requirements, it depends on potentially …