credit more than other banks. However, higher and better-quality capital mitigated this effect. Our results suggest that …. Using data from the syndicated loan market, we exploit variation in banks’ reliance on wholesale funding and their … bank credit. We find that banks with strong balance sheets were better able to maintain lending during the crisis. In …

the implications for financial stability, exploiting a bank-level dataset that covers about 11,000 banks in the U.S. and … Europe during 2001?09. The results show that banks with weaker structural liquidity and higher leverage in the pre …-section, the smaller domestically-oriented banks were relatively more vulnerable to liquidity risk, while the large cross …

We update the widely used banking crises database by Laeven and Valencia (2008, 2010) with new information on recent … banking, currency, and sovereign debt crises during the period 1970-2011. The data show some striking differences in policy …

balance of three forces: interest rate pass-through, risk shifting, and leverage. When banks can adjust their capital … structures, a monetary easing leads to greater leverage and lower monitoring. However, if a bank's capital structure is fixed …, the balance depends on the degree of bank capitalization: when facing a policy rate cut, well capitalized banks decrease …