This paper analyzes the impact of US firms’ equity risk on bank lending standards and on the macroeconomy for two … an increase in firm risk on bank lending standards and the economy are amplified in a recession compared to an expansion. … groups: small and medium-large firms. The results indicate that a higher level of firm risk leads to a higher percentage of …

via the Fed balance sheet. Using bank-level data, we shed light on the role of leverage of banks for the transmission of …

This paper studies the transmission of bank capital shocks to loan supply in Indonesia. A series of theoretically … aggregate lending. Likewise, the effects of bank recapitalization on loan growth depend on banks' starting capital positions and …

Countercyclical bank capital requirements have emerged as a popular regulatory tool to help smooth financial cycles …. The idea is to reduce capital requirements when exogenous shocks cause aggregate bank capital to decrease so that …-consistent capital regulation requires that bank capital is rebuilt gradually during financial crises. In particular, banks must be able …

The role of bank capital as a propagation channel of shocks is strongly pronounced in recent macroeconomic models. In … this paper, we show how the evolution of bank capital depends on the share of non-state-contingent assets in banks’ balance …

understand systemic risk and to assess the stability of the banking system. In extreme scenarios, the system may experience a … phase transition when the consequences of one single initial shock affect the entire population. I show that the size and …

supply shocks exceeds that of loan supply shocks. Since MBF is mostly provided by non-bank financial intermediaries, the …

euro area firms allow studying the determinants of the external finance premium at the country, bank, firm, and contract … variance. The rest is predominantly attributed to variances at the bank and firm levels, which are influenced by the respective …