The Main Street Lending Program was created to support credit to small and medium-sized businesses and nonprofit … operated by buying 95 percent participations in standardized loans from lenders (mostly banks) and sharing the credit risk with …

question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …

question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …

the global over-the-counter (OTC) derivatives markets, where significant counterparty credit risk prevails. In this paper …, we deal with risk under Basel III banking regulation and provide credit valuation adjustment (CVA) modelling, which is a … measure of the market value of counterparty credit risk. We use simulated data to develop a stress test model to determine the …

Using information from the balance sheets of Spanish banks between 1995 and 2009 matched to credit information at the … lending to firms. We isolate the role of credit supply factors using the variation in capital growth associated with the bank … literature. The relatively small magnitude of credit supply factors may be explained by the weakness of loan demand in a context …