margin. This study contributes valuable insights into the efficacy of public credit support programs during crises …

estimate the elasticity of bank lending volume to loan guarantees. We document significant bunching in the loan distribution on … guarantee generosity by 1 percentage point of loan principal would increase per-loan lending volume by $19,000. Bank lending is …

deteriorated credit ratings in economic downturns. We focus on the role of bank loan commitments, which have been increasingly …Previous research on procyclical bank capital regulation has largely focused on the role of increased loan losses and … popular from the 2000s, on the procyclicality of bank capital regulation. Using the bank-level data of U.S. commercial banks …

stable finance. One efficient way to promote SME financing is through credit guarantee schemes, where the government … guarantees a portion (ratio) of a loan provided by a bank to an SME. This research provides a theoretical model and an empirical … analysis of factors that determine optimal credit guarantee ratio. The ratio should be able to fulfill the government's goal of …

commercial bank, the authors choose Archimedean Copula to fit the default relationship between loans, combined with the loss … traditional loan pricing model, this new proposed one, requiring lower loan interest rates from customers with higher credit … rating, while higher loan interest rates from customers with lower credit rating, could thus be able to provide higher risk …

rates if the credit risk of the borrower improves with time. On another side the proposed model allows the lender not to … give the loan if the company is bankrupt or even when there is a significant deterioration of its credit risk. As a result …

on bank lending. We focus on aggregated macroprudential policy measures and on individual instruments and test whether … their effect on the association between lending and capital depends on bank size. Applying the GMM 2-step Blundell and Bond … of capital on bank lending during both crisis and non-crisis times. This result is stronger in large banks than in other …

We analyze the relationship between bank size and risk-taking under the New Basel Capital Accord. Using a model with …