policy decision-making process; stress testing results also help bank executives (and risk managers) better manage risks, and …-warning indicator. Stress testing is not a standalone tool and it does not supplant other tools in the central bank's arsenal; quite the …

objective of the thesis was twofold; to assess the cost impact of Basel III on bank capital, lending spreads, and steady state … banks to increase lending spreads to pass down a portion of the relevant costs to bank customers. The impact of 1 pp rise in … testing exercise revealed only a modest change in capital ratios and bank profitability in the baseline scenario. The impact …

In this paper, I build a continuous-time macro-finance model in which firms can access both bond credit and bank credit …. The model captures the simple idea that the presence of bond financing lowers the price elasticity of demand for bank …

This paper argues that creditors reflect the financial-safety-net aspect of bank lobbying, plausibly considering the … connection between bank lobbying and government bailouts. Using a structural approach, I show that bank lobbying is negatively … associated with the occurrence of a run-like equilibrium, as is deposit insurance. The estimated effect on bank risk and value is …

identification techniques for regime switching models. Recently developed theoretical models emphasize the role of bank balance …

In this paper, we examine the influence of bank regulation, concentration, and financial and institutional development … on commercial bank margins and profitability across a broad selection of Middle East and North Africa (MENA) countries …. We cover the 1989-2005 period and control for a wide array of macroeconomic, financial, and bank characteristics. The …

bank and sectoral levels. However, estimates show that larger banks are relatively more vulnerable. The decline in all …