supervisory data set collected by the European Central Bank that covers 26 large banks in the euro area. To assess the impact of …

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

results enhanced price discrimination as the impact on bank CDS spreads and equity prices tended to be stronger for the weaker …

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

contagion which can be used to calibrate bank-specific capital and liquidity requirements and large exposures limits. We find … non-linear function of the combination of network structures and bank-specific characteristics. …

analyzes the implications of the change from IAS 39 to IFRS 9 in the context of bank resilience. We shed light on two effects … bank resilience through lower capital levels. In the absence of archival data of IFRS 9 and their potential biases due to … the COVID-19 pandemic, we use the European bank stress test results as a natural experiment, in which all banks are …

. Macroeconomic factors also play a large role explaining the impact of securitization activity on bank lending standards: banks more … from all major trustees. - Securitization ; bank risk taking ; syndicated loans ; financial crisis …We investigate the effect of securitization activity on banks’ lending standards using evidence from pricing behavior …