conditions, credit default and bank capitalization for the transmission of macroeconomic shocks. We fit the model to euro area … empirical literature, i.e. the pro-cyclicality of bank profitability and the counter-cyclical response of firm default rates and …

conditions, credit default and bank capitalization for the transmission of macroeconomic shocks. We fit the model to euro area … empirical literature, i.e. the pro-cyclicality of bank profitability and the counter-cyclical response of firm default rates and …

estimated while controlling for the macroeconomic environment. An increase in bank' balance sheet risk is shown to increase the …

affects a bank's risk-taking behavior and its future loan growth.Methodology – A sample of European banks (27 member countries … with bank fixed effects to control for unobserved characteristics that might affect the dependent variable.Findings – The … suggests that the current Basel III requirement on liquidity ratio can decrease bank's risking-taking behavior while not …

In June 2014 the ECB became the first major central bank to lower one of its key policy rates to negative territory … by using individual bank data for the euro area to identify possible adjustments by banks triggered by the introduction … of negative interest rates through three channels: government bond holdings, bank lending, and wholesale funding. We find …

The purpose of this study is to explore the influence of bank capital, bank liquidity level and credit risk on the … USA banking industry. The findings show that bank capital and credit risk influence profitability in Asian developed … is similar for large, small and medium-size banks. The results of this paper indicate that liquidity and bank capital …

This paper studies bank loan pricing in the euro area over the period October 2008 to October 2014. This period was … of a novel econometric approach whereby bank risk aversion is treated as an unobservable random effect. We find that … offer lower bank lending rates. We also find that banks with a lower cost of debt financing offer lower lending rates. Our …

deposits tends to be floored at zero, which limits the typical transmission of policy rate cuts to bank funding costs. We … risk taking by banks under NIRP and contrasts results that associate NIRP with a contraction in bank loans. Broader … holdings for the effectiveness of NIRP, pointing to a strong complementarity of NIRP with central bank liquidity injections, e …