interconnectedness between countries can magnify the effect. We conducted research examining procyclicality of loans provided by banks …Procyclicality of credit supply, which refers to the simultaneous movement of credit issued to the non-financial sector … of relationships under scrutiny across countries, we employed an OLS regression approach to estimate procyclicality for …

This study examines empirically the information content of the euro area Bank Lending Survey for aggregate credit and … output growth. The responses of the lending survey, especially those related to loans to enterprises, are a significant … results are supportive of the existence of a bank lending, balance sheet, and risk-taking channel of monetary policy. They …

This study examines empirically the information content of the euro area Bank Lending Survey for aggregate credit and … output growth. The responses of the lending survey, especially those related to loans to enterprises, are a significant … results are supportive of the existence of a bank lending, balance sheet, and risk-taking channel of monetary policy. They …

Business cycles imply liquidity risks for banks. This paper explores how these risks influence bank lending over the … cycle. With forward-looking banks, lending cycles, credit booms and busts, or suppressed and highly fragile bank systems can … unpleasant effects on bank lending. Imposing countercyclical capital adequacy ratio may amplify procyclicality or result in …

of capital on bank lending during both crisis and non-crisis times. This result is stronger in large banks than in other … on bank lending. We focus on aggregated macroprudential policy measures and on individual instruments and test whether … their effect on the association between lending and capital depends on bank size. Applying the GMM 2-step Blundell and Bond …

affiliated banks' lending activity. Therefore, to ensure the effectiveness of macroprudential policy, it is essential that …We study the impact of macroprudential capital buffers on banking groups' lending and risk-taking decisions, also … identify the effect of higher capital requirements by comparing the change in the outcome for banks just above and below the …

loan portfolio. Using three different measures of forward-looking provisioning, we find typical German banks, most of them …

To infer whether banks really over-tighten lending standards during a credit crunch, this paper examines how future … finding is poorer future loan performance for banks that reduced lending significantly and those that had insufficient … banks' overreaction were a main cause of loan contraction, future loan performance would have been negatively related with …

banks' lending behaviour. We find a negative impact of capital injections on their lending behaviour. This finding is …This paper empirically investigates the effects of capital injections into Japanese banks, which were based on the … of the Japanese commercial banks, we estimate dynamic panel models which investigate the effects of capital injections on …