We analyze the relationship between bank size and risk-taking under the New Basel Capital Accord. Using a model with …

, we show that the economic impact of changes in bank capital requirements depends on the state of the macro …, the impact on bank loan supply works through a "pricing channel" which is small: around 0.1% less loans for a 1pp increase …

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 …

, we show that the economic impact of changes in bank capital requirements depends on the state of the macro …, the impact on bank loan supply works through a ”pricing channel” which is small: around 0.1% less loans for a 1pp increase …

Bank capital requirements would entail large social costs if they made resource allocation suboptimal and banking …

endogenously varies while the regulations are exogenously imposed. I propose a banking model to investigate how the changes in bank … light on how bank equity and Basel III regulations affect credit and money creation …

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

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