We examine the real effects of changes in bank mortgage loan underwriting standards by combining responses to the …

bank's volatile liabilities are covered by its stock of liquid assets. We show that the standard factor models -- even when … augmented with bond risk, market liquidity, and financial-size factors -- do not fully explain the cross section of bank stock … risk banks delivers a statistically significant alpha of 6 percent annually. This effect is not driven by bank …

their ability to transform deposits from households into loans to firms. Bank size differences emerge endogenously in the … model, and in steady state, the induced bank size distribution matches two stylized facts in the data: bigger banks borrow …

incorporating reputational considerations; a model with delegated investment as in Diamond; one with bank liabilities serving as …

incorporating reputational considerations; a model with delegated investment as in Diamond; one with bank liabilities serving as …

, namely bank-specifics, which include CAR, NPL, Cost to income, Liquidity ratio and Bank size, industry-specific variable … relationship between operational risk and banking profitability. Likewise, the significantly negative influence of bank size to …

, Tobin Q, Credit growth, GDP growth, Equity to Deposits, Loans to Deposits, Bank size, Cost to Income, Liquidity risk …

hypothesis using a bank holding company (BHC) level heterogeneity index based on granular balance-sheet, income statements, cash … flow statements, and off-balance-sheet information for the U.S. bank holding companies over a sample period spanning the …-2009) and the COVID-19 Recession, especially for the largest bank holding companies (BHCs). As such, a declining level of …