. We show that ECB communications at the press conference were crucial for the market response and that bank health … some persistence. Other bank characteristics, in particular bank size, leverage and NPL ratios, amplified the impact of … monetary policy shocks on banks. After the OMT announcement, we detect that the response of bank stocks to monetary policy …

period. In addition, we observe that Total Factor Productivity growth for the median euro area bank decreased from around 2 … bank's efforts in areas such as rationalisation of branches, digitalisation of business processes and possibly mergers and …

supervisory data set collected by the European Central Bank that covers 26 large banks in the euro area. To assess the impact of … impact of more diversified versus more domestic portfolio allocation strategies on the propagation of contagion, which are …

This paper describes a machine learning technique to timely identify cases of individual bank financial distress. Our … financial distress, in order to capture bank distress cases at an earlier stage with respect to the existing literature on bank … failures; by doing so, given the rarity of bank defaults in Europe we significantly increase the number of events on which to …

This paper investigates the relationship between bank funding costs and solvency for a large sample of euro area banks … relationship between bank solvency, on the one hand, and senior bond yields, term deposit rates and overnight deposit rates, on the … other. The analysis finds a significant negative relationship between bank solvency and the different types of funding costs …

natural experiment to study the effects of reduced bank capital adequacy on productivity. Affected banks respond not only by …

bank-firm level credit data, we show that banks reallocate credit within their loan portfolio in at least three different …