The Basel Committee for Banking Supervision designed a system of risk weights (the so called standardised approach) to … steeper than the one approved by the Basel Committee. Finally the difference between the spread/rating relation of banks and …

In this paper we conduct a simulation run on a sample of Italian banks where a trigger shock, a one-off event fairly … large in size, spreads through the interbank network in a set-up featuring among the actors both commercial banks and the … authorities. The banks deleverage to comply with a regulatory capital (leverage) ratio, roll off interbank loans, bid for central …

We document the development of the major international banks since the late 1990s, analysing balance-sheet data for 27 … way for the rise of the universal banking model. This model, apparently sound and efficient in the run-up to the crisis …, revealed all its shortcomings when the crisis erupted. European banks displayed greater fragilities in their business models …

More than three years since the outbreak of the sovereign debt crisis in the euro area the banking systems of several … sovereign risk affects banking risk (and vice versa), presents some new evidence on bank-sovereign links, and discusses policy …

explaining banks� probability of default. By confirming the role of funding as a driver of banking crisis, the paper also … recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features …