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 …

that liquidity requirements could bolster monetary policy transmission through the bank lending channel …

their effects on the bank risk, liquidity and profitability before the crisis event and contributes to the recent scarce … performance. Nevertheless, the effect of residential mortgage loans securitization on bank risk appeared to be negative after the … crisis, indicating that the securitization of this type of credit can reduce the bank risk in the detriment of a lower profit …

This paper examines bank risk and its main determinants when gauged at various bank threshold variables. We apply the … threshold effects in the relationship between bank risk and bank characteristics. Specifically, the positive impact of equity on … bank stability is more prominent for banks below the thresholds of equity, liquidity, or profitability. Banks’ government …

unweighted leverage requirements, their differential impact on bank lending, and equity buffer accumulation in excess of … regulatory minima. Tighter risk-weighted capital requirements reduce loan supply and lead to an endogenous fall in bank … profitability, reducing bank incentives to accumulate equity buffers and, therefore, increasing the incidence of bank failure …

The paper presents the first empirical study of the relation between bank loan volume volatility and bank retail and …

In this paper we relate a bank's choice between retail and wholesale liabilities to real economic uncertainty and the … resulting volatility of bank loan volumes. We argue that since the volume of retail deposits is slow and costly to adjust to … shocks in the volume of bank assets, banks facing more intense uncertainty and more volatile loan demand tend to employ more …

unweighted leverage requirements, their differential impact on bank lending, and equity buffer accumulation in excess of … regulatory minima. Tighter risk-weighted capital requirements reduce loan supply and lead to an endogenous fall in bank … profitability, reducing bank incentives to accumulate equity buffers and, therefore, increasing the incidence of bank failure …

that liquidity requirements could bolster monetary policy transmission through the bank lending channel …

costly capital in a bank run model with endogenous bank portfolio choice and run probability, and show that capital …