This paper studies the effects of the bank capital requirements imposed by the European authorities in October 2011 on … granted by a representative Spanish bank and several subsidiaries to nonfinancial corporations around that date. We document …

examine how time-varying bank-specific capital requirements affect banks' balance sheet composition …We analyze how time-varying bank-specific capital requirements affect bank lending to the non-financial corporate … sector as well as banks' balance sheet adjustments. To do so, we relate Pillar 2 capital requirements to a comprehensive …

Recently, banking literature has had a quest for appropriate pricing of bank loans under the new Basel II rules and has … price bank's corporate loans, aiming at making bank managers aware of the creation/destruction of shareholder value. We show …

Can banks trade credit default swaps (CDSs) referenced on their current corporate clients at competitive prices, or are … banks penalized for potentially holding private information? To answer this question we merge CDS trades reported under the … that the same dealer offers to banks and to other investors. We find that banks lending to a corporation purchase CDSs on …