We analyze the impact of monetary policy on the supply of bank credit. Monetary policy
affects both loan supply and demand, thus making identification a steep challenge. We …

Using a multicountry panel of banks, we study whether better capitalized banks experienced
higher stock returns during the financial crisis. We differentiate among various types of …

Using loan‐level data from Germany, we investigate how the introduction of model‐based
capital regulation affected banks' ability to absorb shocks. The objective of this regulation …

In this paper, we examine the relationship between banks' approval for the internal ratings-
based (IRB) approaches of Basel II and the ratio of risk-weighted assets to total assets …

We use a quasi‐experimental research design to examine the effect of model‐based capital
regulation on the procyclicality of bank lending and firms' access to funds. In response to an …

Seit Erscheinen der vorigen Auflage ist die Flut an neuen Regulierungsvorschriften nicht
zum Stillstand gekommen. Die Regelungsinhalte sollen nach wie vor zahlreiche Defizite, die …

A small segment of credit default swaps (CDS) on residential mortgage backed securities
(RMBS) stand implicated in the 2007 financial crisis. The dominance of a few big players in …

It is now clear that Basel III, a much discussed set of proposals to govern the international
banking system drawn up by the Basel Committee on Banking Supervision, has fallen far …

Using an international sample of large banks between 2000 and 2010, we evaluate the risk
sensitivity of minimum capital requirements. Our results show that risk-weighted assets (the …

Utilising a novel empirical approach and an extensive sample of listed European banks, we
identify which bank characteristics offer a shelter from systemic shocks and compare the …