internal rating based approach. The paper considers how a bank's preference for a risk management system is affected by the … presence of supervision by bank regulators. The model uses a principal-agent setting between a bank's owner and its risk … standard approach subsequent to becoming regulated, i.e., the presence of regulation may induce a bank to decrease the quality …

credit and interest rate risk, the way it measures bank capital, and the way it creates countercyclical capital buffers …

unprecedented financial accident, the Trump administration wants to reverse the bank regulation rules that were put in place …

portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large …

CCyB, especially relative to countries where a bank regulator or the central bank has the authority to set the CCyB. While …

Using a unique dataset of the Euro area and the U.S. bank lending standards, we find that low (monetary policy) short … securitization activity, weak supervision for bank capital and too low for too long monetary policy rates. Conversely, low long … origins of the crisis and have important policy implications. - Lending standards ; monetary policy ; securitization ; bank …

Bank deregulation in the form of the repeal of the Glass-Steagall Act facilitated the entry of non-bank lenders into … conventional view that regulatory arbitrage caused the rise of non-bank lenders …

attention on the relationship between financial frictions and economic growth. With bank loans having only recently started …: whether the standards used to assign commercial bank CAMELS ratings have changed materially over time (1991-2011). We show …

We exploit a unique monthly dataset of bank balance sheets to document the lending behaviour of euro area banks that … against exposure to sovereign debt. Controlling for bank characteristics and demand at the level of country of residence, we …