and measures competition vis-à-vis other market participants. We apply this extended Boone indicator to individual bank …

in line with the economic conditions they face. Bank responses feed back to the macroeconomic environment affecting …

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

We analyse the impact of standard and non-standard monetary policy measures on bank profitability. For empirical … identification, the analysis focuses on the euro area, thereby exploiting substantial bank and country heterogeneity within a … monetary union where the central bank has implemented a broad range of unconventional policies, including quantitative easing …

The paper proposes a framework for assessing the impact of system-wide and bank-level capital buffers. The assessment … rests on a factor-augmented vector autoregression (FAVAR) model that relates individual bank adjustments to macroeconomic … related to an increase in bank resilience to adverse shocks. Higher capitalisation allows banks to withstand negative shocks …

This paper evaluates the impact of the March 2020 European Central Bank recommendation that banks do not pay dividends … or buy back shares on their market values. It documents a causal negative impact on bank share prices of around 7% during …