Recently a number of studies on banking systems’ procyclicality have been drawn. Such an issue, often developed as a … may produce a long term effect following or amplifying fluctuations through finance. For this reason procyclicality may … specialised financial institutions emerged afterwards. Economic historians have considered Italian universal banks, up to the …

channel for increasing vulnerabilities during a lending boom may run through increased reliance of banks on short term funding …This paper attempts to empirically identify the determinants of Luxembourgish banks? reliance on short term funding … credit developments at the aggregate level and short term funding of banks. This finding supports the view that one possible …

We find evidence that banks target return on equity (RoE) and make active use of leverage to affect the speed of … adjustment towards RoE targets. That holds for both the pre- and post-2007 periods and especially for banks that tend to operate … cyclical fluctuations as banks take on more leverage to achieve high returns when risk premia are low, while ‘rush for the exit …

and reduced lending more than banks using a standardized approach. This effect is not driven by borrowers' quality or by …When the Covid-19 crisis struck, banks using internal-rating based (IRB) models quickly recognized the increase in risk … banks in countries with credit booms before the pandemic. The higher risk sensitivity of IRB models does not always result …

and reduced lending more than banks using a standardized approach. This effect is not driven by borrowers' quality or by …When the Covid-19 crisis struck, banks using internal-rating based (IRB) models quickly recognized the increase in risk … banks in countries with credit booms before the pandemic. The higher risk sensitivity of IRB models does not always result …

and reduced lending more than banks using a standardized approach. This effect is not driven by borrowers' quality or by …When the Covid-19 crisis struck, banks using internal-rating based (IRB) models quickly recognized the increase in risk … banks in countries with credit booms before the pandemic. The higher risk sensitivity of IRB models does not always result …

and reduced lending more than banks using a standardized approach. This effect is not driven by borrowers' quality or by …When the Covid-19 crisis struck, banks using internal-rating based (IRB) models quickly recognized the increase in risk … banks in countries with credit booms before the pandemic. The higher risk sensitivity of IRB models does not always result …

account the impact of the deposit generation process. Interbank lending/borrowing emerges as a buffer that assists the bank in …

losses rise when the cycle falls, but less so when net income of banks is relatively high, which reduces procyclicality … interaction between business cycles and banks over the past two decades for 26 industrial countries. As expected, profit appear to …. Lending fluctuates with the business cycle, too, but appears to be driven by demand rather than by supply factors such as …