Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential mortgages on which extra capital requirements were...

Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential mortgages on which extra capital requirements were...

Using the contract level data, we find that the lending by a Japanese state owned lending institution during the period of the credit crunch mitigated a firm's loss of borrowing from its main bank. We further find that the state owned institution's lending instrumented by the main bank's lending...

This paper analyses the effect of soaring demand in the lending market shortly before a fi nancial crisis (hereinafter "credit run"). A credit run affects the asset correlation, which is one of the main parameters in the Internal Ratings-Based Approach (IRBA) of the Basel III framework. In the...