, we explore the influence of religiosity, institutional factors, and bank-level heterogeneity. We observe that Islamic …

for consideration by bank regulators …

more complex measure, such as designation as a globally systemically important bank (G-SIB), that includes additional …

of bank loan loss provisions. Based on a sample of Asian banks, our empirical results highlight that higher non …

many of these loans are held by more than one bank. We study differences in banks' estimates of risk parameters used to … parameters affect bank credit supply …

differences in LGDs imply that, for an identical loan portfolio, the bank that sets the highest LGDs would have Basel II minimum … large U.S. banks assign to syndicated loans for regulatory capital purposes. Using internal bank data on loans that had PDs … and LGDs assigned by more than one bank, we find substantial dispersion in these parameters. Banks differ substantially in …

The positive relationship between bank and sovereign credit risk in the Eurozone, the so-called sovereign-bank nexus …, is seen as a major threat for the stability of the Eurozone. This paper explores potential bank-level and country … as countries' high debt-to-GDP ratios and low perceived government effectiveness are positively related to the sovereign-bank …

optimally tilt their government bond portfolio toward domestic securities, linking their destiny to that of the sovereign. If …, in the context of the eurozone periphery, the increase in domestic government bond holdings, the reduction of bank credit …

This study investigates the non-discretionary determinants of bank loan loss provisions in Africa after controlling for … loan growth are significant non-discretionary drivers of bank provisions in the African region. We observe that bank … provision is a positive function of non-performing loans up to a threshold beyond which bank provisions will no longer increase …