systemic risk. This paper looks at assessment of banking sector resilience through stress testing. We argue such analyses are …

This paper contributes to the debate on the effect of capital requirements on bank efficiency. We study the relation … between capital ratio and bank efficiency for Chinese banks over the period 2004-2009, taking advantage of the profound … size of which depends to an extent on the bank’s ownership type. Our results therefore suggest that capital requirements …

profitability, asset diversification and liquidity risk, but negatively influenced by bank market power. Capital ratios typically co … nationwide presence. Foreign banks adjust risk-weighted capital towards their optimal targets at a slower speed than domestic …

present on the borrowers’ side; it is estimated that about half of state-owned commercial bank lending still goes to state …

The 2007-2009 global financial crisis demonstrated the need for effective systemic risk measurement and regulation …. This paper proposes a straightforward approach for estimating the systemic funding liquidity risk in a banking system and … funding liquidity risk can be expressed as the distance of the aggregate liquidity surplus from its current level to its …

, Russia, provides a natural experiment to investigate this issue. We study three alternative measures of bank liquidity … insurance scheme exerts a limited impact on the relationship between bank capital and liquidity creation and does not change the … countries as it suggests that bank capital requirements implemented to support financial stability may harm liquidity creation. …

This paper introduces the “Excessive Liquidity Creation Hypothesis,” whereby a rise in a bank’s core liquidity creation … that excessive liquidity creation significantly increased the probability of bank failure during our observation period … activity increases its probability of failure. Russia experienced many bank failures over the past decade, making it an ideal …

Conventional wisdom in banking argues that diversification tends to reduce bank risk and improve performance, but the … recent financial crisis suggests that aggressive diversification strategies may have resulted in increased risk taking and … diversification strategies and the risk-return tradeoff in banking. Our data set covers Russian banks during the 1999-2006 period and …

risk levels. Using evidence from a natural experiment in Russia, we employ a difference-in-difference estimator to isolate … that the relative sensitivity of households to bank capitalization diminished markedly with the introduction of an …