López-Espinosa, Germán; Rubia, Antonio; Valderrama, Laura - In: Journal of Financial Stability 9 (2013) 3, pp. 287-299
We analyze a sample of large international banks in major advanced economies and examine the impact that bank-specific factors have on an institution's solvency risk and its contribution to systemic risk. We focus on the five categories that the Basel Committee on Banking Supervision has...