This paper investigates the incentives for banks to bias their internally generated risk estimates. We are able to … by low-capital banks to improve regulatory ratios. At the portfolio level, the difference in borrower probability of … credits. In addition, we find that low-capital banks' risk estimates have less explanatory power than those of high …

The determinants of default risk of banks in emerging economies have so far received inadequate attention in the … the economy. Public sector banks have shown significant performance in containing bad debts. Private banks have continued … banks, apart from other accepted determinants of profitability, asset size has no significant impact on profitability. …

resilience. Yet in today’s environment of excessive liquidity due to very low interest rates and quantitative easing, bank …

We develop a dynamic model of banking to assess the effects of liquidity and leverage requirements on banks' insolvency … risk. In this model, banks face taxation, flotation costs of securities, and default costs and maximize shareholder value … regulatory requirements. Our analytic characterization of the bank policy choices shows that imposing solely liquidity …

We show that nonbanks (funds, shadow banks, fintech) affect the transmission of monetary policy to output, prices and …, borrowerlender relationships and Gertler-Karadi monetary policy shocks. Higher policy rates shift credit supply from banks to …

RBC rules and related rules on bank liquidity. We find that nine of the 27 rules include RIAs. Five of the RIAs claim the …

a difference-in-difference setting in which private domestic banks serve as the treatment group and state and foreign …-owned banks, whose deposit insurance regime does not change, serve as a control group. …

lead to significant changes in the competitive environment should banks consider adding a granularity adjustment to the …

highlight an opposite effect: higher profitability loosens bank borrowing constraints. This enables profitable banks to take …

The aim of this paper is twofold: first, to study the determinants of banks' net interest margin with a particular … for banks of the relaxation of a binding prudential limit on maturity mismatch, in place in Italy until the mid-2000s. The …