This paper uses a sample of quarterly observations of insured US commercial banks to
examine whether the effect of bank capital on lending differs depending upon the level of …

Motivated by the unprecedented high levels of recent economic policy uncertainty in Europe
and the globe, this paper examines the relationship between economic policy uncertainty …

This paper examines the impact of economic uncertainty on the risk of banks, which has only
been underexplored in extant literature so far. Using bank-level panel data of more than …

We examine the relation between geopolitical risk and the cost of bank loans using a
sample of 31,004 loan facilities in the US over the period 1991–2019. We show that …

We study the impact of economic uncertainty on credit supply using monthly data on more
than two million corporate loan applications received by Italian banks between 2004 and …

This study examines the impacts of recent turbulent events (Brexit, COVID-19 pandemic, and
the Russia–Ukraine conflict) on the European banks' resilience. Using the quarterly data of …

Uncertainty around fiscal policy has the potential to alter the lending behavior, investment,
and employment of bank holding companies, all of which affect a bank's bottom line …

This paper investigates how economic uncertainty affects the monetary policy–bank risk
nexus. Using panel data on approximately 1100 public banks in 43 economies during the …

For numerous applications, it is of interest to provide full probabilistic forecasts, which are
able to assign plausibilities to each predicted outcome. Therefore, attention is shifting …

We investigate a novel database of 10,217 extreme operational losses from the Italian bank
UniCredit. Our goal is to shed light on the dependence between the severity distribution of …