Current empirical methods to identify and assess the impact of bank credit supply shocks rely strictly on multi-bank …-location-size-time fixed effects) that allows identifying timevarying cross-sectional bank credit supply shocks using both single- and multi-bank … firms. Using matched bank-firm credit data from Belgium, we show that firms borrowing from banks with negative credit supply …

examination of credit files of five leading German banks, thus relying on information actually used in the process of bank credit …This paper provides further insights into the nature of relationship lending by analyzing the link between relationship … lending, borrower quality and collateral as a key variable in loan contract design. We used a unique data set based on the …

on bank lending. We focus on aggregated macroprudential policy measures and on individual instruments and test whether … their effect on the association between lending and capital depends on bank size. Applying the GMM 2-step Blundell and Bond … of capital on bank lending during both crisis and non-crisis times. This result is stronger in large banks than in other …

Within bank activities, which is normally defined as the joint exercise of savings collection and credit supply, risk …-taking is natural, as in many human activities. Among risks related to credit intermediation, credit risk assumes particular … importance. It is most simply defined as the potential that a bank borrower or counterparty fails to fulfil correctly at maturity …

We analyse the bank lending activity after the financial crisis and focus on bank-specific supply factors. Using a rich … low interest rates and quantitative easing. We use the bank asset quality as instruments to capture exogenous changes in …

We exploit a nation-wide introduction of mandatory disclosure of borrowers' total credit exposures and show that … sharing such information increases credit access independent of borrowers' history. Differentiating between borrowers applying … history, we find an overall increase in credit access measured by both loan application acceptance and credit amount. While …

Cyclicality in the losses of bank loans is important for bank risk management. Because loans have a different risk … default rate and loss given default of bank loans share a cyclical component, related to the business cycle. We infer this …

Lending standards are a direct measure of credit conditions. We use the micro data merged from three separate sources … positions, was an important reason that a majority of banks tightened bank lending standards during the Great Recession. Our … model estimation reveals that an exogenous shock to credit supply drives cyclical lending standards and accounts for a …

This paper aims to model the probability of a borrower violating an asset value covenant in a shipping bank loan … on the largest dataset of shipping bank loans examined to date. Results reveal that the initial amount of loan over the … important factors affecting the probability of observing an asset value covenant violation. These results are important for ship-lending …