business credit further expansion slows rather than boosts growth. Causality from more credit to slower growth is supported by … exogenous variation in financial size. The empirical analyses point to five factors that link more credit to slower growth: i …) excessive financial deregulation, ii) a more pronounced increase in credit issuance by banks than other intermediaries, iii) too …

business credit further expansion slows rather than boosts growth. Causality from more credit to slower growth is supported by … exogenous variation in financial size. The empirical analyses point to five factors that link more credit to slower growth: i …) excessive financial deregulation, ii) a more pronounced increase in credit issuance by banks than other intermediaries, iii) too …

The latest financial crisis has exposed substantial weaknesses in the bank risk models used by national regulators as … the main challenges for regulators in terms of bank risk measurement. The study shows that substantial challenges for … banking (i.e., to model risk from a systemic point of view and not only from the perspective of an individual bank). As the …

. A bank with higher capital has lesschance of breaching the ratio, so may actually take more risk. As a result, banks … stylized facts about pre-crisis bank behavior, and suggest implications for the optimal design of capital regulation. …

exchange-rate-induced credit risk to European banking sectors. In particular, Swiss franc (CHF)-denominated loans, popular in … Eastern European countries, could trigger simultaneous bank failures if depreciation of the domestic currencies prevents … Bank) and builds on the method suggested by Ranciere, Tornell, and Vamvakidis (2010) to quantify this systemic risk. The …

Bank specialization leads to expertise, including knowledge on zombie borrowers and the negative impact they exert on …

This paper aims to determine the role of the expected credit loss approach as defined in IFRS 9 in the effects of … credit loss approach, the links between loans growth and the capital ratio were enhanced. In particular, lending growth is … more sensitive to levels of the capital ratio. These results are important with respect to the goal of bank financial …