Based on the consolidated statements data of the universal/commercial banks (UKbank) and non-bank financial …

. We do so using an agent-based model populated by heterogeneous capital- and consumption-good firms, heterogeneous banks …

through the LTROs, has signalled that Italian banks have to address their funding gap problem. To do it without hurting credit … flows, a resumption of domestic savings is needed. Thus, the real lesson for Italian banks (and for Italy) is that the …

calibrated against UK data. The model comprises a household sector, three active heterogeneous banks, a central bank … in our model, i.e. banks` probabilities of default and banks` profits - to a proxy of welfare. …

The objective of this paper is to propose a model to assess risk for banks. Its main innovation is to incorporate … endogenous interaction between banks, recognising that the actual risk to which an individual bank is exposed also depends on its … interaction with other banks and other private sector agents. To this end, we develop a two-period general equilibrium model with …

calibrated against UK data. The model comprises a household sector, three active heterogeneous banks, a central bank … in our model, i.e. banks’ probabilities of default and banks’ profits - to a proxy of welfare. …

The objective of this paper is to propose a model to assess risk for banks. Its main innovation is to incorporate … endogenous interaction between banks, recognising that the actual risk to which an individual bank is exposed also depends on its … interaction with other banks and other private sector agents. To this end, we develop a two-period general equilibrium model with …

identify the optimal level of risk-weighted assets that maximizes banks’ returns in the full sample of US banks over the period … periods with high profit opportunities for banks but quickly decreasing below the realized in periods of turmoil. We place …