", "slope" and "curvature"). Finally, we investigate how the time-varying "level" sensitivity depends on bank …-level characteristics and bank-ownership over the period 2006-2017. Our preliminary findings show a strong relationship between Nelson …

This paper analyzes the potential effect of a European Central Bank Digital Currency (CBDC) on banks’ profitability. We … deposits. Using quantile regression, we estimate the conditional profit distribution of a representative bank. We then … CBDC, there might be substantial challenges for the profitability of banks, especially for small banks, that mostly rely on …

that well-functioning credit markets would reflect a bank channel for monetary policy at work, we test whether a change in … and the associated change in interest rate does not affect change in bank credit, change in total debt and the proportion … of bank credit in total debt for any of the firms. We discuss the policy implications of the findings. …

We study the transmission of monetary policy through bank securities portfolios using granular supervisory data on U ….S. bank securities, hedging positions, and corporate credit. Banks that experienced larger losses on their securities during …

capital positions. The role of bank specific variables in determining capital structure like profitability, size and …Purpose - This study contributes to existing literature by investigating bank capital structure dynamics during the … Covid-19 pandemic. The role of contemporary bank-specific determinants of capital structure during this period is analyzed …

macro perspective that focused on the existence of bank lending channels. The latter hypothesis uses the panel …

make the duration lengthier for the monetary policy rate to transmit to bank lending rates in Indonesia … issue in the context of an emerging economy experience of Indonesia, which in recent years, has seen an increased reliance … of its banking sector on non-core funding. Our investigation employs available bank-level data on non-core liabilities …

Empirical studies of the global liquidity spillover on Indonesia's economy are still relatively limited. Most of the … global contagion literature on Indonesia's economy focuses only on the effects of real shock (on output) due to financial … shock. We assert that the effect of global output on Indonesia macroeconomic conditions is a fairly relevant issue to be …