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

We develop a dynamic structural model of bank behaviour that provides a microeconomic foundation for bank capital and …

administrative data on the universe of bank lending from 19 European countries. There is strong selection into commitments, with …

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

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 …

We develop a structural model for valuing bank balance sheet components such as the equity and debt value, the value … for the government when the bank is operated by private shareholders including the present value of a possible future … the bank. In this case, the shareholders lose part (or all) of the capital that they hold in the bank, the creditors lose …

natural experiment to study the effects of reduced bank capital adequacy on productivity. Affected banks respond not only by …