identification and data on all Swiss banks. First, we find that going negative can interrupt not only the pass-through from policy to … deposit rates, but also that to mortgage rates. Second, banks’ ability to offset negative deposit margins with increased … mortgage margins is shown to depend on market power. Third, imposing negative rates on all central bank reserves causes banks …

options to address this 'doom loop' in which the government may need to raise debt to recapitalise banks, and an increase in … bias in banks sovereign bond holdings by reducing excessive exposure to domestic sovereigns has only limited benefit in …

Stability indicators are essential to banks in order to identify instability caused by adverse economic circumstances … can readily be used by individual banks, or by regulators to benchmark financial health across banks. The CSI incorporates … and red) to classify bank risk. The CSI achieves similar outcomes in ranking the risk of 20 US banks to the much more …

This paper investigates the role of banks foreign asset holdings in transmitting credit risk internationally. Foreign … banks to public accounts as a consequence of implicit or explicit bailout guarantees to distressed banking systems. This … paper articulates this mechanism with a simple model where governments choose to fill banks' capital gaps to self …

banks …

balance of three forces: interest rate pass-through, risk shifting, and leverage. When banks can adjust their capital …, the balance depends on the degree of bank capitalization: when facing a policy rate cut, well capitalized banks decrease … monitoring, while highly levered banks increase it. Further, the balance of these effects depends on the structure and …