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 …

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

dimension along which one can identify structural shocks and perform hypothesis tests. We provide an application to bank runs … and non-insured banks) and across variables (as in macro SVARs). We thus (i) identify bank runs, ii) quantify the …

This paper's objective is to study the relationship between bank credit risk and financial performance and the … contribution of risky lending to lower bank profitability and liquidity. The sample data comes from the Mergent Online database … tenure, which are governance related bank characteristics. Performance variables in analysis of covariance models include net …

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 …

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 …

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 …

regulatory requirements. Our analytic characterization of the bank policy choices shows that imposing solely liquidity … requirements leads to lower bank losses in default at the cost of an increased likelihood of default. Combining liquidity … requirements with leverage requirements reduces drastically both the likelihood of default and the magnitude of bank losses in …