What is the impact of negative interest rates on bank lending and risk-taking? To answer this question we study the … income is adversely affected by negative rates are concurrently lowly capitalized, take less risk and adjust loan terms and … conditions to shore up their risk weighted assets and capitalization. These banks also increase non-interest charges more …

corresponding risk-taking, the ensuing effect on their profitability and the respective publication effect. Exploiting the …

corresponding risk-taking, the ensuing effect on their profitability and the respective publication effect. Exploiting the …

. Other systemically important institutions bear more individual market risk. The two groups and the global financial system …

corresponding risk-taking, the ensuing effect on their profitability and the respective publication effect. Exploiting the …

periods of stricter banking regulations …

We show that lenders charge higher interest rates for mortgages on properties exposed to a greater risk of sea level … in areas with more climate change deniers. Overall, our results suggest that mortgage lenders view the risk of SLR as a … long-term risk, and that attention and beliefs are potential channels through which SLR risk is priced in residential …

We investigate the impact of the 2014 Interagency Clarification on the leverage risk premium for bank- and nonbank … protection, is strongly associated with a narrower leverage risk premium …

We assess the impact of leverage ratio (LR) requirements on risk-taking behaviour of banks theoretically, using a … regulatory framework with risk-based requirements induces banks to re-optimise, shifting from safer to riskier assets (higher … asset-risk). Yet, this shift wouldn’t be one-for-one due to risk-weight differences, meaning the shift would be associated …