We contribute to the empirical literature on the impact of shocks to bank capital in the euro area by estimating a … economy, namely a demand shock and a shock to bank capital. The main findings of the paper are as follows: i) Impulse …-response analysis shows that in response to a shock to bank capital, banks boost capital ratios by reducing their relative exposure to …

the proprietary bank-to-bank European interbank dataset extracted from Target2 and also exploit the Lehman and sovereign …

the proprietary bank-to-bank European interbank dataset extracted from Target2 and also exploit the Lehman and sovereign …

Outright bank failures without prior indication of financial instability are very rare. Supervisory authorities monitor … regarded as troubled to varying degrees before outright closure. But to our knowledge virtually all studies that predict bank … failures neglect the ordinal nature of bank distress. Exploiting the distress database of the Deutsche Bundesbank we …

research is to endorse the cogency of Altman's Z-Score model as a predictor of Bangladeshi bank failures. I after analyzing the …

bank lending and risk-taking channels of monetary policy by exploiting – Italian's unique – credit and security registers …

provide evidence in favor of the bank capital channel theory. Banks holding less regulatory capital and less interbank …

The purpose of this research paper is to examine the effect of bank capital on liquidity creation. Especially, we test … results reported by previous papers. Using OLS and panel regression, we first find that bank capital affects negatively … problem of endogineity. This paper sheds more lights on the relationship between bank capital and liquidity creation by using …

, policymakers, and bank managers for better decision making. …

Exploiting confidential data on individual German bank balance-sheets, I analyse what characterises a bank that opts to …