address the following questions. How are macroeconomic shocks transmitted to bank risk and other banking variables? What are …? Our paper has two main findings: (i) Average bank risk declines, and average bank lending increases following expansionary … the sources of bank heterogeneity, and what explains differences in individual banks' responses to macroeconomic shocks …

activities. This paper provides evidence on the link between monetary policy, commercial property prices, and bank risk taking …There is growing consensus that the conduct of monetary policy can have an impact on stability through the risk … do not find evidence for increased risk taking for the entire banking system after a monetary policy loosening or an …

through the risk-taking incentives of banks. Falling interest rates might induce a 'search for yield' and generate incentives … prices and the risk-taking incentives of banks. We use a factor-augmented vector autoregressive model (FAVAR) for the U … and the riskiness of new loans. We do not find evidence for a risk-taking channel for the entire banking system after a …

address the following questions. How are macroeconomic shocks transmitted to bank risk and other banking variables? What are …? Our paper has two main findings: (i) Average bank risk declines, and average bank lending increases following expansionary … the sources of bank heterogeneity, and what explains differences in individual banks' responses to macroeconomic shocks …