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 … less while risk of riskier and domestic banks reacts more in response to house price shocks. -- FAVAR ; bank risk ; macro …

between the capitalization of the banking sector and bank loans using panel cointegration models. We study the evolution of … of increased bank capital in terms of reduced loans could be substantial, there are good reasons to believe that the … the German economy for the past 60 years. We find no evidence for a negative impact of bank capital on business loans …

between the capitalization of the banking sector and bank loans using panel cointegration models. We study the evolution of … of increased bank capital in terms of reduced loans could be substantial, there are good reasons to believe that the … the German economy for the past 60 years. We find no evidence for a negative impact of bank capital on business loans …

between the capitalization of the banking sector and bank loans using panel cointegration models. We study the evolution of … of increased bank capital in terms of reduced loans could be substantial, there are good reasons to believe that the … the German economy for the past 60 years. We find no evidence for a negative impact of bank capital on business loans. …

(Gabaix, 2011) for the banking sector, introducing Bertrand competition and heterogeneous banks charging variable markups …. Using this framework, we show conditions under which idiosyncratic shocks to bank lending can generate aggregate … fluctuations in the credit supply when the banking sector is highly concentrated. We empirically assess the relevance of these …

of itself, and it may also influence concentration in banking and thus the impact of bank-specific shocks for the … granular effects: if markets are very concentrated in terms of the size distribution of banks, idiosyncratic shocks at the bank … micro-macro panel dataset. Our research has three main findings: First, bank-level shocks significantly impact on GDP …

of itself, and it may also influence concentration in banking and thus the impact of bank-specific shocks for the … granular effects: if markets are very concentrated in terms of the size distribution of banks, idiosyncratic shocks at the bank … micro-macro panel dataset. Our research has three main findings: First, bank-level shocks significantly impact on GDP …

of itself, and it may also influence concentration in banking and thus the impact of bank-specific shocks for the … granular effects: if markets are very concentrated in terms of the size distribution of banks, idiosyncratic shocks at the bank … micro-macro panel dataset. Our research has three main findings: First, bank-level shocks significantly impact on GDP …

models of banking. Using a model with banks of heterogenous size who charge endogenous markups, we show under which … conditions granular effects emerge. Second, we empirically assess the relevance of granularity effects in banking using a linked … micro-macro dataset of more than 80 countries for the years 1996-2009. We show that the banking sector is granular, i.e. the …