question, we identify the compositional changes in banks' supply of credit using the variation in their holdings of residential …

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 …

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 …

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 …