The objective of the current work is to estimate to what extent support measures of the Bank of Russia and the … loan book), of which Bank of Russia measures contributed to RUB 4.3 trillion of the total, the Government of Russia - to …

' tightening on bank probabilities of default is positive albeit statistically insignificant, suggesting that risk-taking may crowd …

gambling for resurrection, the risk-taking is driven by large and less profitable banks. The net impact on bank probabilities …

We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institutions (O …

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 …

The paper attempts to investigate the influence of the 1988 Basel Accord on bank behavior and monetary policy. It is … on the transmission mechanism of monetary policy and shows that the Basel Accord has affected the bank lending channel …. -- Basel accord ; capital ratios ; bank regulation ; monetary policy …

sovereign risk affects banking risk (and vice versa), presents some new evidence on bank-sovereign links, and discusses policy …

The paper evaluates the impact of macroprudential capital regulation on bank capital, risk taking behaviour, and … solvency. The identification relies on an exogenous policy change in bank-level capital requirements across systemically …