Business cycles imply liquidity risks for banks. This paper explores how these risks influence bank lending over the … cycle. With forward-looking banks, lending cycles, credit booms and busts, or suppressed and highly fragile bank systems can … unpleasant effects on bank lending. Imposing countercyclical capital adequacy ratio may amplify procyclicality or result in …

novel test specification which is informative of many types of pro-cyclicality. The analysis of representative samples of … increased. A reduction in the idiosyncratic variance of limits suggest that banks have become more consistent in their credit …

To infer whether banks really over-tighten lending standards during a credit crunch, this paper examines how future … finding is poorer future loan performance for banks that reduced lending significantly and those that had insufficient … banks' overreaction were a main cause of loan contraction, future loan performance would have been negatively related with …

banks' lending behaviour. We find a negative impact of capital injections on their lending behaviour. This finding is …This paper empirically investigates the effects of capital injections into Japanese banks, which were based on the … of the Japanese commercial banks, we estimate dynamic panel models which investigate the effects of capital injections on …

Recent empirical studies have shown that during the financial crisis of 2007-2008 banks that were more heavily exposed …

establish causality, we exploit the exogenous variation in banks' loan supply induced by injunctions from the financial … banks are more likely to transmit the effect of an injunction to their smaller customers (by constraining credit), whereas … smaller banks are more likely to shield their corporate customers irrespective of size …

. Hence, banks build up larger capital buffers which (i) lowers the public losses in case of a systemic crisis and (ii …) restores the banking sector’s lending capacity after the short-term credit crunch induced by tighter regulation. We confirm our … model’s dynamic implications in a panel VAR estimation, which suggests that bank lending has even increased in the long …

. Hence, banks build up larger capital buffers which (i) lowers the public losses in case of a systemic crisis and (ii …) restores the banking sector’s lending capacity after the short-term credit crunch induced by tighter regulation. We confirm our … model’s dynamic implications in a panel VAR estimation, which suggests that bank lending has even increased in the long …