We analyze the impact of market liquidity on bank lending in the euro area for different segments over the period 2003 … liquidity has an asymmetric effect on bank lending: The negative impact of a reduction in liquidity is more significant than the … restricted first in times of impaired market liquidity. The bank-level data confirm the strong impact of market liquidity on bank …

the denominator of capital adequacy ratios. Our approach centres on modelling the internal risk structure of bank …

We show that the transmission of the European Central Bank’s (ECB) recent monetary policy tightening differs across …

bank lending and risk-taking channels of monetary policy by exploiting – Italian's unique – credit and security registers …

In June 2014 the ECB became the first major central bank to lower one of its key policy rates to negative territory … by using individual bank data for the euro area to identify possible adjustments by banks triggered by the introduction … of negative interest rates through three channels: government bond holdings, bank lending, and wholesale funding. We find …

The cost of bank funding on money markets is typically the sum of a risk-free rate and a spread that reflects rollover … usefully complements its spot equivalent, the IBOR-OIS spread, in the monitoring of bank funding risk in real time. First, it … power for economic growth and bank lending in the United States and the euro area than the spot IBOR-OIS, credit default …

Exploiting confidential data on individual German bank balance-sheets, I analyse what characterises a bank that opts to …

The purpose of this study is to explore the influence of bank capital, bank liquidity level and credit risk on the … USA banking industry. The findings show that bank capital and credit risk influence profitability in Asian developed … is similar for large, small and medium-size banks. The results of this paper indicate that liquidity and bank capital …

overnight unsecured loans. Using proprietary bank-level data, we find that interbank rate uncertainty signi cantly raises … positions and greater access to central bank funding. …