. The model shows how banks' reactions interact with extended refinancing operations and asset purchases by the central bank …

Purpose: This paper analysed the effects of bank's risk on capital buffer in Namibia, in the absence of the consensus … both the short and long run. On the contrary, bank size in form of log of total loans positively affects capital buffers in … in the study. Originality/value: The paper contributes to the hypothesized theory of countercyclical. The policy …

theory that monopolistic firms undersupply the market when utilizing their high pricing power in the bank competition … competition. Here, we employ a novel approach to account for IRS that are both unexpected and effective for a bank’s business …–liquidity creation nexus. While positive IRS per se lead to an increase in bank liquidity creation, we find that a high bank …

. In the second, we use the bank-specific regulatory change to estimate credit supply responses from (1) a countercyclical …

integrated micro-macro approach with two core virtues. First, we measure the probability of bank distress directly at the bank … level. Second, we integrate a microeconomic hazard model for bank distress and a standard macroeconomic model. The advantage … between bank distress and the real economy. We base the analysis on German bank and macro data between 1995 and 2004. Our …

This paper seeks to understand the interplay between banks, bank regulation, sovereign default risk and central bank … guarantees in a monetary union. I assume that banks can use sovereign bonds for repurchase agreements with a common central bank … cheaply, effectively shifting the risk of some of the potential sovereign default losses on the common central bank …

Silicon Valley Bank (SVB) failed on March 10, 2023, from a depositor run set off by massive unbooked securities losses … distributed relatively evenly across bank size classes. We did not measure some possibly offsetting effects on bank capital ratios … in bank balance sheets, roughly half of banks, holding roughly half of all bank assets, would not meet their minimum …