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

determines the leverage ratio and the ratio of the two assets of the bank. Model results show that the impact from the volatility …, asymmetrically affecting the production scale of enterprises with two types of financing. Further, the bank’s leverage ratio changes …

this background, this paper examines how holdings of cryptocurrencies on a bank’s balance sheet would be treated under EU … International Financial Reporting Standards and the Bank Accounts Directive is explored. The analyses confirm that long …

Existing macroeconomic models focused on bank balance sheet lending are deficient because they do not account for the … investigate two increasingly significant margins of adjustment in credit markets: banks' ability to sell loans and shadow bank … following bank capital shock. Recovery is also faster, because profitable loan sales (e.g., securitization) allow banks to build …

Studies of intermediated arbitrage argue that bank balance sheets are an important consideration, yet little evidence …