This paper investigates the impact of macro-prudential policy (proxied by the counter-
cyclical capital buffer (CCyB)) on bank credit risk during uncertain times, as banking sector …

This paper evaluates the impact of the crisis on European banks' capital under a range of
macroeconomic scenarios, using granular data on the size and riskiness of sectoral …

Macroprudential policies have been shown to be beneficial during booms but there is limited
evidence on how well they operate during periods of stress. Using a difference‑in …

The purpose of the study is to determine the impact of the underwriter's reputation on
shaping the shortand long-term IPO success of small businesses. The paper uses IPO data …

We study the impact of higher capital buffers on bank lending and risk-taking behaviour, at
different time horizons following the initial policy decision. Employing a regression …

In response to the financial crisis, regulators introduced several macroprudential
instruments. 1 They are designed to impede the accumulation of systemic risk and to …

The COVID-19 crisis represents a major shock to the global economy with severe
repercussions on financial markets. However, compared to the situation at the start of the …

“Since the onset of the pandemic, however, questions have arisen over banks' ability and
willingness to use the regulatory buffers available to them... in a period of stress, banks …

Пропуски в рыночных данных—частая проблема в финансовых исследованиях,
которой уделяется относительно мало внимания на практике. Обработка пропусков, как …

At the height of the COVID-19 crisis, many countries have reduced their countercyclical
capital buffer (CCyB) for the first time since its implementation, while also easing monetary …