We study the impact of China's 2013 implementation of Basel III on bank risk-taking and its responses to monetary … policy shocks using confidential loan-level data from a large Chinese bank. Guided by theory, we use a difference …-in-difference identification, exploiting cross-sectional differences in lending behaviors between highrisk and low-risk bank branches before and …

literature. This paper seeks to study the determinants of bank asset quality and profitability using panel data techniques and … contrary to the general perception. Similarly, with regard to rural bank branches, the results reveal that aversion to rural …

We study the impact of increasingly negative central bank policy rates on banks' propensity to become undercapitalized …

We study the impact of increasingly negative central bank policy rates on banks' propensity to become undercapitalized …

In this paper we empirically analyze the determinants of bank default risk (measured by the banks' CDS spreads) for … European banks during the period 2008-2018. We examine the effect of (1) bank business model characteristics, (2) sovereign … document that accommodative ECB actions in general lower bank default risk. We also show that the downward effect of monetary …

This paper seeks to understand the interplay between banks, bank regulation, sovereign default risk and central bank … guarantees in a monetary union. I assume that banks can use sovereign bonds for repurchase agreements with a common central bank … cheaply, effectively shifting the risk of some of the potential sovereign default losses on the common central bank. …

The Basel III Accord imposes minimum liquidity standards on bank balance sheets that are already constrained by minimum … that resulted in greater balance sheet liquidity. Thus, in the state of nature that has traditionally most concerned bank … regulators (i.e., stress to bank equity capital), community banks increase their liquidity buffers. Given that these lenders do …

interest rate change on the risk-taking of a bank in consideration of its profit and asset structure. The risk-taking is … proxied by the risk weight of a bank, derived from its BIS capital ratio. We show that in Korea, an interest rate increase … (decrease) make a bank bear less (more) risk. The risk-taking of a bank more profitable is less sensitive to an interest rate …