question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …

question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …

"credit run"). A credit run affects the asset correlation, which is one of the main parameters in the Internal Ratings … correlation, which is a fundamental part of the theoretical foundation of the IRBA, but also shows that a credit run increases the …

What kinds of credit substitution, if any, occur when changes to banks' minimum capital requirements induce banks to … change their supply of credit? The question is central to the new ‘macroprudential' policy regimes that have been constructed … control the supply of bank credit. Regulatory efforts to influence the aggregate supply of credit may be thwarted to some …

This paper examines whether a bank's equity capital affects the magnitude of credit lines that banks provide as … relationship between capital and the supply of credit lines. This result implies that well-capitalized banks provide more credit …, thereby leads banks to supply more credit lines. Furthermore, this positive effect of capital on the supply of credit lines is …

behavior and risk sensitivity of a risk-neutral bank. The bank is exposed to credit risk and may use credit default swaps (CDS … trading is found to interact with the former effect when regulation accepts CDS as an instrument to mitigate credit risk … exposure to credit risk conditional on the CDS price being downward biased, unbiased or upward biased. This interaction …