The paper investigates the links between business cycle variables and loan losses of Polish commercial banks. A panel … loan losses between banks can be attributed to differences in business profile, described by classification of banks into … conducted using scenarios generated through the National Bank of Poland's macroeconomic model …

level for the banks that have been subject of the 2018 EBA stress tests. Therefore, we perform a holistic review of the …

banks' Tier 1 ratios can differ substantially depending on the credit risk variable and the level of data aggregation … capital level while supervisors rely on different models to quality assure and validate banks' results. More generally, there …

College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform …

supervisory regime; that is, their formal integration into the process of the ongoing prudential supervision of banks and other …

. The analysis is conducted on a sample of listed companies in Poland in the years 1998-2016, and the forecasts are made for …

, we analyze banks, exploiting ECB’s asset-quality-review (AQR) and supervisory security and credit registers. After AQR … announcement, reviewed banks reduce riskier securities and credit (also overall securities and credit supply), with largest impact …, reviewed banks reload riskier securities, but not riskier credit, with medium-term negative firm-level real effects (costs of …

Using a unique data set on German banks’ loans to the German real economy, we investigate banks’ credit risk. This data … structure and the industry composition. (iii) For nationwide banks, these common factors explain about 26% of the time variation … in the loss rate of credit portfolios; for regional banks, this figure is less than 8%. …

We study a competitive banking sector in which banks choose the level of risk of their asset portfolios and, upon the … banks to choose risky assets so as to promise investors high repayments, and to gamble on favorable stress test results …. Increasing stress test precision increases banks' asset riskiness but also improves allocative efficiency. When risk taking is …