The U.S. bank stress tests aim to improve financial system stability. However, they may also affect bank credit supply …

This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the … behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show … that bank capital has a positive influence on total risk. However, risk-based capital and capital buffer have a negative …

We provide evidence consistent with a “credit-line drawdown channel” to explain the large and persistent crash of bank … lending, even after stabilization policies and even if drawdowns were accompanied by deposit inflows. Bank provision of credit … incorporated tractably into bank capital stress tests …

systematic risk and standard deviation of a bank's equity return, we apply Ronn-Verma option pricing model to assess whether … derivatives and bank risks. In order to capture the differences in marginal propensity to risk (MPR) across banks, we divide our … bank holding company (BHC) sample into three groups: big, medium, and small. The conclusions are as follows. First, among …

) with the goal predicting bank liquidity under stressful economic conditions. The data used to develop the liquidity models …, earnings and funding sources—and external drivers of liquidity—macroeconomic conditions.We model bank liquidity using linear …, gradient boosting, random forest and support vector machines. We use these models to predict bank liquidity by applying …