studies conducted in eleven countries to explore liquidity risk transmission. Among the main results is, first, that … explanatory power of the empirical model is higher for domestic lending than for international lending. Second, how liquidity risk … management across global banks can be important for liquidity risk transmission into lending. Fourth, there is substantial …

studies conducted in 11 countries to explore liquidity risk transmission. Among the main results is, first, that explanatory … power of the empirical model is higher for domestic lending than for international lending. Second, how liquidity risk … management across global banks can be important for liquidity risk transmission into lending. Fourth, there is substantial …

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 …

studies conducted in eleven countries to explore liquidity risk transmission. Among the main results is, first, that … explanatory power of the empirical model is higher for domestic lending than for international lending. Second, how liquidity risk … management across global banks can be important for liquidity risk transmission into lending. Fourth, there is substantial …

studies conducted in 11 countries to explore liquidity risk transmission. Among the main results is, first, that explanatory … power of the empirical model is higher for domestic lending than for international lending. Second, how liquidity risk … management across global banks can be important for liquidity risk transmission into lending. Fourth, there is substantial …

regulatory capital twice as large as the bank that sets the lowest LGDs. We argue that these differences in risk parameters … re lation between banks' LGDs and their shares in loan syndicates, suggesting that differences in risk parameters have …