Do macroprudential regulations on residential lending influence commercial lending behavior too? To answer this … question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential … Switzerland in 2012. We find that the CCyB's introduction led to higher growth in commercial lending although this was unrelated …

parameters affect bank credit supply … many of these loans are held by more than one bank. We study differences in banks' estimates of risk parameters used to …

Systemically Important Banks (G-SIBs) on bank lending behaviour. Using a difference-in-differences estimation strategy, we find no … effect of the reforms on overall credit supply, while at the same time documenting a substantial decline in borrower- and …

stressed credit markets and confirms their superior performance in explaining the behavior of Credit Default Swap rates for the …

large U.S. banks assign to syndicated loans for regulatory capital purposes. Using internal bank data on loans that had PDs … and LGDs assigned by more than one bank, we find substantial dispersion in these parameters. Banks differ substantially in … PDs, but only a few set PDs systematically higher or lower than the median bank. However, many banks differ from the …

Academic research on loan loss provisioning and the earlier incurred credit losses (ICL) model has a long tradition in … Expected Credit Loss model (ECL). By using a Difference-in-Differences research design, this paper aims to investigate the … impact of accounting standard changes on bank behavior and, consequently, on the resilience of corporate and investment banks …

All other terms being equal (e.g. seniority), syndicated loan contracts provide larger lending compensations (in …

Between 2010 and 2012 and with bank stability as the ultimate target, five European countries implemented a tax levy on … the impact of the tax levy along bank size and capital structure. We find that banks located in countries where the tax … levy was implemented supply more credit. This increase is more significant for larger lenders and banks that are more …

paper investigates the effects of the Basel II capital requirement implementation in Viet Nam on the bank lending rate and … experienced serious liquidity and solvency problems. Based on the new policy of the State Bank of Vietnam, in order to ensure safe …). The main finding of the paper is that at the bank level, a tightening of regulatory capital requirements does not induce a …