identify the optimal level of risk-weighted assets that maximizes banks’ returns in the full sample of US banks over the period … periods with high profit opportunities for banks but quickly decreasing below the realized in periods of turmoil. We place …

-formal financial sectors are taken into account. It could be inferred that, tight monetary policy targeting the ability of banks to …, targeting the ability of banks to receive deposits. In the same vein, adjusting the lending rate could be more effective than …

Based on the consolidated statements data of the universal/commercial banks (UKbank) and non-bank financial …

calibrated against UK data. The model comprises a household sector, three active heterogeneous banks, a central bank … in our model, i.e. banks` probabilities of default and banks` profits - to a proxy of welfare. …

The objective of this paper is to propose a model to assess risk for banks. Its main innovation is to incorporate … endogenous interaction between banks, recognising that the actual risk to which an individual bank is exposed also depends on its … interaction with other banks and other private sector agents. To this end, we develop a two-period general equilibrium model with …

calibrated against UK data. The model comprises a household sector, three active heterogeneous banks, a central bank … in our model, i.e. banks’ probabilities of default and banks’ profits - to a proxy of welfare. …

In this paper, we examine the effects of monetary policy on the risk-taking behaviour of Chinese banks in the presence … of involuntary excess reserves based on a sample of 95 banks. We find that involuntary excess reserves lead to more … bubble in the Chinese financial market. However, banks with larger involuntary excess reserves tend to reduce risk …

aspect of financial intermediation: firms turn to banks as a source of investment mainly because banks are good at helping … them through times of financial distress. The debt restructuring service that banks may offer, however, is costly … firms or banks also issue equity in our model is simply to avoid bankruptcy. Banks have the additional motive that they need …

identify the optimal level of risk-weighted assets that maximizes banks’ returns in the full sample of US banks over the period … relatively stable periods with high profit opportunities for banks but quickly decreasing below the realized in periods of …