We find evidence of a bank lending channel for the euro area operating via bank risk. Financial innovation and the new … ways to transfer credit risk have tended to diminish the informational content of standard bank balance-sheet indicators …. We show that bank risk conditions, as perceived by financial market investors, need to be considered, together with the …

this policy through banks. This paper examines the role of bank liquidity, capitalization and market power as internal … monetary policy change on bank performance is also considered. The empirical analysis, using large panel datasets for the … rates by disaggregating down to the individual bank level. This is achieved by the use of a Local GMM technique that also …

Using a Panel VAR model and annual bank level data for the period 2008-2022, this study investigated banks risk taking …. Estimation results found monetary policy tightening and equity levels reduces the bank risk taking behavior thus evidence of … monetary policy risk-taking transmission channel. However, the contrary was reported with regard to bank liability: - non …

use the model to look at monetary policy and show that allowing banks to sell long-term assets to the central bank after a …