financial implications of such defaults for both households and banks. Results from a calibrated version of the model suggest …

The authors document leverage, capital and liquidity ratios of banks in Canada. These ratios are important indicators … of different types of risk with respect to a bank’s balance-sheet management. Particular attention is given to the … observations by different types of banks, including small banks that historically received less attention. In addition, the authors …

In an investigation of banks’ loan pricing policies in the United States over the past two decades, this study finds … supporting evidence for the bank risk-taking channel of monetary policy. We show that banks charge lower spreads when they lend … compared to periods of high short-term rates. The interest discount that banks offer riskier borrowers when short-term rates …

(LVTS) respond to partial outages at other banks. Despite the limited number of operational events, benchmarks can be …

systemic risk. Multivariate extreme value theory approach is used to estimate these measures. Using six big Canadian banks as … the proxy for Canadian banking sector, we apply these measures to identify systemically important banks in Canadian … evidence reveals that (i) the top three banks, RBC Financial Group, TD Bank Financial Group, and Scotiabank are more …

equilibrium model with banks and bank capital, in which bank capital solves an asymmetric information problem between banks and … their creditors. In this economy, the lending decisions of individual banks affect the riskiness of the whole banking sector …, though banks do not internalize this impact. Regulation, in the form of a constraint on bank leverage, can mitigate the …

be applied to larger banks, abstracting from other factors like interconnectedness. In this paper, the authors consider … centrality of banks in an interbank network is positively correlated with their size, then proxies of a bank’s systemic …

outcome of the interaction between market liquidity risk, solvency risk, and the funding structure of banks. To assess the …