affected banks and by non-affected non-bank financial institutions (NBFIs)? To answer this question, we apply a difference …What is the impact of a sudden and sizeable increase in bank capital requirements on the lending activity by directly … that insurance companies, financial enterprises, and factoring companies - but not leasing companies - and Non-EBA banks …

the COVID-19 pandemic, we use the European bank stress test results as a natural experiment, in which all banks are … analyzes the implications of the change from IAS 39 to IFRS 9 in the context of bank resilience. We shed light on two effects … bank resilience through lower capital levels. In the absence of archival data of IFRS 9 and their potential biases due to …

provisions tend to be more procyclical at larger and better capitalized banks. The procyclicality of loan loss provisions can … explain about two-thirds of the variation of bank capitalization over the business cycle. We estimate that provisioning … procyclicality in the euro area is about twice as large as in other advanced economies. This difference reflects a larger …