levy was implemented supply more credit. This increase is more significant for larger lenders and banks that are more … banks' liabilities thereby decreasing the cost of equity relative to the cost of debt. Using a difference …-in-differences approach we assess the impact of this tax levy on banks' participation in the syndicated loan market. We further investigate …

(measured as a bank's liabilities divided by national GDP) are linked to banks displaying higher tail risk. This effect is not … entirely due to risk channels that disproportionately expose relatively large banks to systematic tail risks, sovereign risks …, or banking crises. Instead, we detect a persistent component in the tail risk of relatively large banks that is bank …

This paper studies the extent to which monetary policy may affect banks' perception of credit risk and the way banks … indicators on banks' risk weights for credit risk. We present robust evidence of the existence of the risk-taking channel in the … possible side-effects of monetary policy on how banks measure risk. …

management across global banks can be important for liquidity risk transmission into lending. Fourth, there is substantial … heterogeneity in the balance sheet characteristics that affect banks' responses to liquidity risk. Overall, balance sheet …Activities of international banks have been at the core of discussions on the causes and effects of the international …

management across global banks can be important for liquidity risk transmission into lending. Fourth, there is substantial … heterogeneity in the balance sheet characteristics that affect banks’ responses to liquidity risk. Overall, bank balance sheet …Activities of international banks have been at the core of discussions on the causes and effects of the international …

Syndicated loans provide an exceptional opportunity to study differences in banks' approaches to measuring risk because … many of these loans are held by more than one bank. We study differences in banks' estimates of risk parameters used to …. In addition, we find a negative relation between banks' LGDs and their loan shares, suggesting that differences in risk …

management across global banks can be important for liquidity risk transmission into lending. Fourth, there is substantial … heterogeneity in the balance sheet characteristics that affect banks' responses to liquidity risk. Overall, balance sheet …Activities of international banks have been at the core of discussions on the causes and effects of the international …

management across global banks can be important for liquidity risk transmission into lending. Fourth, there is substantial … heterogeneity in the balance sheet characteristics that affect banks' responses to liquidity risk. Overall, bank balance sheet …Activities of international banks have been at the core of discussions on the causes and effects of the international …

re lation between banks' LGDs and their shares in loan syndicates, suggesting that differences in risk parameters have … 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 …

This paper provides a comparison of the effects of economic uncertainty and geopolitical risks on bank credit growth …. We use the World Uncertainty Index (WUI) proposed by Ahir et al. (2018) and Geopolitical Risk Index (GPR) introduced by … composed of 2,439 banks from 19 emerging economies for the period of 2010-2019. By using fixed effects and dynamic panel data …