standards change in reaction to two specific macroeconomic developments, namely an increase in bank funding costs and a sudden …. Insofar, we provide evidence of heterogeneity in the bank lending channel, depending on the situation of the lenders and the …

cumulative abnormal returns (|CAR|) of stress-tested bank holding companies averages almost 3 percent. Cumulative abnormal …

contract their balance sheets. These bank responses generate externalities that propagate in the form of macro … macro-financial feedback loops can significantly affect macroeconomic outcomes and bank-specific stress tests results. The … heterogeneity in bank lending responses matters: it determines how each bank fares under adverse conditions and the external effects …

degree of loss aversion can explain this transmission pattern. To this end, I allow for loss averse depositors within a … from a negative deposit rate decreases with increasing: i) degrees of loss aversion; ii) levels of switching costs; and iii …

literature. This paper seeks to study the determinants of bank asset quality and profitability using panel data techniques and … contrary to the general perception. Similarly, with regard to rural bank branches, the results reveal that aversion to rural …