We study the impact of increasingly negative central bank policy rates on banks' propensity to become undercapitalized …

relatively attractive rate of return and two embedded options: a customer's option to withdraw money at any time and a bank …

We identify the effects of negative interest rate policies on bank behavior using difference-in differences … mortgage margins is shown to depend on market power. Third, imposing negative rates on all central bank reserves causes banks …

Bank leverage ratios have made an impressive and largely unopposed return; they are mostly used alongside risk …-weighted capital requirements. The reasons for this return are manifold, and they are not limited to the fact that bank equity levels … straightforward real estate loans. Bank leverage ratios are primarily seen as a microprudential measure that intends to increase bank …

international subsidiary locations and risk of U.S. bank holding companies (BHCs). We find that U.S. BHCs are more likely to operate …

regulatory requirements. Our analytic characterization of the bank policy choices shows that imposing solely liquidity … requirements leads to lower bank losses in default at the cost of an increased likelihood of default. Combining liquidity … requirements with leverage requirements reduces drastically both the likelihood of default and the magnitude of bank losses in …

This study investigated the impact of banking integration on recipient country bank default risk and, in particular … study found that banking integration lowers bank default risk in recipient countries. The foreign claims that Asian lenders …