Assets and Net-Interest Income to Total Assets as a representative of the profitability of a bank. The dependent variables …

reallocates mostly towards safer producers. Lending standards propagate bank capital shortfalls through labor misallocation … increasing. Finally, with endogenous lending standards, first-moment bank capital shocks look like second-moment shocks. …

Countercyclical bank capital requirements have emerged as a popular regulatory tool to help smooth financial cycles …. The idea is to reduce capital requirements when exogenous shocks cause aggregate bank capital to decrease so that …-consistent capital regulation requires that bank capital is rebuilt gradually during financial crises. In particular, banks must be able …

The study investigates macroeconomic and bank-specific determinants of credit for commercial banks from 2010Q1-2022.Q4 … method of moment (GMM) estimator is employed to investigate the impact of central bank rates and credit risk on credit …. Dynamic-GMM estimations find that the central bank rate has a negative impact on the three types of credits. Meanwhile, non …

the funding positions of banks at the bank-to-bank level for 2006-13 in conjunction with investments of banks at the … difficulties to raise funding, the interbank lending a↵ects market-based bank interconnectedness. Moreover, banks with investments …-frequency bank fundamental data. …

transfer ; credit derivatives ; public and private information ; access to credit ; bank competition …

lending behavior and risk sensitivity of a risk-neutral bank. CDS contracts may be used to hedge a bank’s credit risk exposure … at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk … credit risk. Under the substitution approach in Basel II (and III) a risk-neutral bank will over-, fully or under-hedge its …

Does bank instability push borrowers to use crowdfunding as a source of external finance? We identify stressed banks …

examination of credit files of five leading German banks, thus relying on information actually used in the process of bank credit … decision-making and contract design. In particular, bank internal borrower ratings serve to evaluate borrower quality, and the … bank's own assessment of its housebank status serves to identify information-intensive relationships. Additionally, we used …