risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …, on average, lower loan losses, (b) the loss rate of a given industry in a bank's loan portfolio is lower if the bank has …

overnight unsecured loans. Using proprietary bank-level data, we find that interbank rate uncertainty signi cantly raises … positions and greater access to central bank funding. …

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 …

measure of risk to profitability in a bank's loan portfolio based on traditional portfolio theory. This measure is used to … examine the risk levels in the loan portfolios of merging bank holding companies (BHCs) and the change in risk that occurs in …

that a bank's credit policy and a bank's valuation are associated. …

Previous research on procyclical bank capital regulation has largely focused on the role of increased loan losses and … deteriorated credit ratings in economic downturns. We focus on the role of bank loan commitments, which have been increasingly … popular from the 2000s, on the procyclicality of bank capital regulation. Using the bank-level data of U.S. commercial banks …

overnight unsecured loans. Using proprietary bank-level data, we find that interbank rate uncertainty significantly raises … positions and greater access to central bank funding …

, in the context of the eurozone periphery, the increase in domestic government bond holdings, the reduction of bank credit …