This paper analyzes the impact of US firms’ equity risk on bank lending standards and on the macroeconomy for two … an increase in firm risk on bank lending standards and the economy are amplified in a recession compared to an expansion. … groups: small and medium-large firms. The results indicate that a higher level of firm risk leads to a higher percentage of …

, whilst removing credit risk transmission, systematically increase default risk …

We investigate the impact of the 2014 Interagency Clarification on the leverage risk premium for bank- and nonbank … facilities relative to bank facilities since the introduction of the 2014 Interagency Clarification. The decline in leveraged … protection, is strongly associated with a narrower leverage risk premium …

on insolvency risk will be defined by recalling the concepts of Cash Flow-at-Risk and Capital-at-Risk. A first check on … through a simulation model. The scenario analysis allows us to examine how financial and risk policies oriented by insolvency …This conceptual paper focuses on the relationship between insolvency, capital structure, and value creation. The aim is …

regulated when they drive capital measurement processes. Among banks' risk models a special role is played by credit ones, as … they manage the most relevant risk banks face and are often used in regulatory relevant processes. The new AI techniques … the accuracy of credit risk models, that so far relied on structured internal and external data. This paper takes …

Keeping in view that the roles of portfolio risk and the relationship between different risky lending assets in loan … valuation have not been studied empirically, this study examines the relationship between undiversiable portfolio risk and … portfolio lending with an attempt to fill the gap between the concept of portfolio risk diversification and the practice of …

empirical test, the undiversifiable risk was measured by the correlation coefficient of one borrower with the average return of … all borrowers. The results of the test supported the hypothesis of portfolio risk pricing and suggest that the spread of … loan required that the spread of loan required by risk-averse lenders is in general higher than the risk premium of the …

conversion on the risk-taking behaviour of the issuing bank. We also test for regulatory arbitrage: do banks try to maintain risk … sample selection bias, we show that CoCo bonds issuance has a strong positive e↵ect on risk-taking behaviour, particularly … amplifies the impact of CoCo bonds on risk-taking. …

their use is beneficial or increases their risk exposure. The few empirical papers that exist in this area relate primarily …