Under Basel III rules, banks become subject to a liquidity coverage ratio (LCR) from 2015 onwards, to promote short …-term resilience. We investigate the effects of such liquidity regulation on bank liquid assets and liabilities. Results indicate co …-integration of liquid assets and liabilities, to maintain a minimum short-term liquidity buffer. Still, microprudential regulation …

We examine liquidity creation per unit of assets by banks subject to the Liquidity Coverage Ratio (LCR) using the …. We find that, since 2013, there has been reduced liquidity creation by LCR banks compared to non-LCR banks, occurring …-off between lower liquidity creation and lower run risk from reduced liquidity mismatch of the largest banks. …

U.S. commercial banks are increasingly using credit scoring models to underwrite small business credits. This paper …

When the Covid-19 crisis struck, banks using internal-rating based (IRB) models quickly recognized the increase in risk … and reduced lending more than banks using a standardized approach. This effect is not driven by borrowers' quality or by … banks in countries with credit booms before the pandemic. The higher risk sensitivity of IRB models does not always result …

, which are free from CRA obligations, to banks in need of CRA-eligible mortgages. Our findings underscore the pitfalls of a …

evidence on Swiss banks to assess both benefits and costs. The analysis yields two main conclusions. The long-run economic …

see a hierarchical multi-tier banking system headed by a few core state-controlled banks. These combine commercial … concentration, the industrial policy of the government, and the banks' involvement in the financing of the non-financial economy. We … influence on the banks' lending decisions and market behavior. We argue that the Chinese and Russian banking provide empirical …

The present study employs the state of the art bias-corrected Malmquist Productivity Index method to examine the … sources of efficiency and productivity of the foreign and domestic banks operating in the Malaysian banking sector. The … attributed to technological progress. The empirical findings suggest that both the domestic and foreign banks have exhibited …