banks) in the U.S. corporate loan market. For identification, we exploit a supervisory credit register of syndicated loans … Basel III. We find that less-capitalized banks reduce loan retention, particularly among loans with higher capital …

whether banks are sufficiently resilient to stress effects, which can arise if the economy suffers an unexpected downturn, for … example. This might coincide with system-wide deleveraging if banks are insufficiently resilient. Systemwide deleveraging, in … take multiple first-round scenarios into account. The sequence comprises (i) the loss-absorbing capacity of banks in the …

whether banks are sufficiently resilient to stress effects, which can arise if the economy suffers an unexpected downturn, for … example. This might coincide with system-wide deleveraging if banks are insufficiently resilient. Systemwide deleveraging, in … take multiple first-round scenarios into account. The sequence comprises (i) the loss-absorbing capacity of banks in the …

To address banks' risk taking during the recent financial crisis, we develop a model of credit-portfolio optimization … and study the impact of risk-based capital regulation (Basel Accords) on banks' asset allocations. The model shows that … requirements – for banks for which these requirements are (will become) binding – will be to skew the risky portfolio towards high …

. We do so using an agent-based model populated by heterogeneous capital- and consumption-good firms, heterogeneous banks …

concept of prudent lending by public state commercial banks, insider ownership, and chief executive officer compensation and …

banks and on their profitability as a result of high exposure to the real estate sector. This is especially critical during … real estate crises, when bank losses tend to increase dramatically and for all banks, placing the entire financial system … interest rates. In particular, stock returns are more sensitive to real estate market conditions in the case of smaller banks …