Evidence on the effects of negative interest rates on bank lending is inconclusive so far. By applying a difference …-in-difference estimation using granular loan level data with a large coverage from Austria, I show, contrary to some previous findings, that … the introduction of a negative deposit facility rate by the European Central Bank led to an increased credit supply by …

address the following questions. How are macroeconomic shocks transmitted to bank risk and other banking variables? What are … the sources of bank heterogeneity, and what explains differences in individual banks’ responses to macroeconomic shocks …? Our paper has two main findings: (i) Average bank risk declines, and average bank lending increases following expansionary …

this policy through banks. This paper examines the role of bank liquidity, capitalization and market power as internal … monetary policy change on bank performance is also considered. The empirical analysis, using large panel datasets for the … rates by disaggregating down to the individual bank level. This is achieved by the use of a Local GMM technique that also …

distribution of firm sizes. Given the highly skewed distribution of bank sizes, macroeconomic stability may thus be affected by …

right tail of the bank size distribution follows a power law. Also, the presence of big banks as measured by high market …

the change in eligibility criteria for collateral in central bank refinancing operations. Our results show that market … observe a broad-based flight to liquidity. The European Central Bank's unconventional monetary policy had a strong impact on …

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 …

controlling for bank specific and macroeconomic determinants of bank profitability. Bank profitability is proxied by return on … significant negative effect on bank profitability only in the long run. Generally, the explanatory variables used in the study … have short run and long run effects on bank profitability, although the impact is not uniform across the different measures …