We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …-SII) buffer, on banks' lending and risk-taking behaviour. The O-SII buffer is a macroprudential policy aiming to increase banks … therefore promote the build-up (or deleverage) of banks' risk-taking. Since the end of 2015, national authorities, under the EBA …

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

empirical literature, i.e. the pro-cyclicality of bank profitability and the counter-cyclical response of firm default rates and …We develop a stylized DSGE model in which banks face capital regulation and their loan portfolios are subject to non … conditions, credit default and bank capitalization for the transmission of macroeconomic shocks. We fit the model to euro area …

We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institutions (O …-SII) buffer, on banks' lending and risk-taking behaviour. The O-SII buffer is a macroprudential policy aiming to increase banks … therefore promote the build-up (or deleverage) of banks' risk-taking. Since the end of 2015, national authorities, under the EBA …

expectations for NPLs are found to be effective in reducing banks' NPLs. The phase-in of the policies can temporarily reduce bank … share of non-performing loans (NPLs) on the balance sheets of euro area banks. The first is the coverage expectations for … uncertainty and enable banks to access cheaper funding in the markets, ultimately benefiting lending and output growth …