We use supervisory loan-level data to document that small firms (SMEs) obtain shorter
maturity credit lines than large firms, post more collateral, have higher utilization rates, and …

We challenge theories that lead arrangers retain shares of syndicated loans to overcome
information asymmetries. Lead arrangers frequently sell their entire loan stake—in over 50 …

As a result of the Basel II reforms, capital requirements on UK mortgages fell substantially in
coincidence with the financial crisis. We exploit a novel, loan-level dataset on within-lender …

Our model shows that when regulation is based on credit ratings, banks with low charter
value maximize shareholder value by minimizing capital and selecting identically rated …

We investigate how capital requirements affect loan rates by studying the 50% increase in
the risk weight for high volatility commercial real estate (HVCRE) loans under Basel III …

This study examines the impact of regulatory capital requirements and ownership structure
on bank lending in Emerging Asian Markets. The findings of the study imply that banks with …

Firms insure themselves from liquidity shocks by contracting on credit lines from banks. I
document novel empirical evidence on how the risk of contract nonperformance by banks is …

We study the effect on credit relationships of the Small and Medium Enterprises Supporting
Factor (SME-SF), a regulatory risk weight reduction on small loans to SMEs. Employing a …

Traditionally, financial risk management is examined with cartesian and interpretivist
frameworks. However, the emergence of complexity science provides a different …

This paper aims to test complexity science theory adoption by Zimbabwean banks to fulfil the
Basel Committee's demand for a new method and paradigm on emerging risk management …