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 …

This paper focuses on the recent changes in banking systems and how bank-specific characteristics have affected credit … supply in five Latin American countries (Brazil, Chile, Colombia, Mexico and Peru). We use detailed credit registry data and … funding, and a commercial business model generally supply more credit. Such banks are also more sheltered from monetary and …

persons based on a core set of harmonised concepts and definitions. Starting with reference data from September 2018, credit …) individual credit exposures falling within the reporting scope. The reporting framework is the outcome of in-depth discussions … Regulation, AnaCredit will, already in Stage 1, significantly enhance the value for analysis on credit and credit risk in the …

We employ interest rates and expected loss probabilities from the 2021 EBA Stress Test dataset and euro area credit …-subsidization effect of credit risk. …

I show how capital regulations, by imposing a low or zero cost on undrawn credit lines, can lead to ex post … misallocation of credit across different borrowers following a market shock. This effect is in addition to the liquidity impact of … credit line drawdowns highlighted by previous literature. In a theoretical model, I examine why capital regulations give the …

Using a new structural model of credit risk based on the normal instead of the lognormal firm value dynamics and market … price implied asset value volatility as the model volatility input, we quantify the value of credit spreads of the four … financial crises of 2008-2009 and 2011, the maximum 5-year bank credit spread among the four largest banks was over 400 basis …

This paper examines the expansion of credit in the UK over the years 1997-2007 and the subsequent loan losses on UK … sterling lending. This was a substantial credit expansions especially in lending secured on property. This led to only …' shadow banking, using the modern tools of securitisation and credit risk transfer in order to create money-like substitutes …