examination of credit files of five leading German banks, thus relying on information actually used in the process of bank credit … housebanks do require more collateral from their debtors, thereby increasing the borrower's lock-in and strengthening the banks … lending, borrower quality and collateral as a key variable in loan contract design. We used a unique data set based on the …

Central bank lending to commercial banks is typically collateralized which reduces central bank's credit risk exposure … credit risk in central bank's repo portfolios. In the model default times of counterparties and collateral issuers are … to “double default events” when the counterparty and the issuer of the underlying collateral asset both default in a …

In this paper we empirically test the recent lender-based theory for the use of collateral in bank lending. Based on a … borrowers and the lending branch of the bank to capture its information advantage and the magnitude of collateral … proprietary dataset of loan contracts written by a local bank in competitive credit markets, we use the physical proximity between …

Central bank lending to commercial banks is typically collateralized which reduces central bank's credit risk exposure … credit risk in central bank's repo portfolios. In the model default times of counterparties and collateral issuers are … to “double default events” when the counterparty and the issuer of the underlying collateral asset both default in a …

securitization to maximize utility. To derive a bank capital allocation model, HJB equation in control theory and a specific utility …This paper derives a bank capital allocation model and applies it in the determinants of securitization. According to … Bank for International Settlements (BIS), banks are required to prepare regulatory capital for investment and loans, based …