One way of internalizing the externalities that each individual bank imposes on the rest of the financial system is to … information on interbank exposures. A relatively small bank playing an outsized role in the interbank market might be more … systemic, and thus garner a higher capital surcharge, than a less-connected bank of somewhat larger size. Alternatively, if the …

have a funding advantage over small banks after controlling for bank-specific and market risk factors. Working with hand …

The Basel capital framework plays an important role in risk management by linking a bank's minimum capital requirements …

The paper employs a unique identification strategy that links survey data on household consumption expenditure to bank …-level data in order to estimate the effects of bank financial distress on consumer credit and consumption expenditures …

region. -- Financial stability ; Central bank research ; Econometric and statistical methods …

MPP measures on cross-border bank flows over the period 1999-2009. Our panel analysis takes into account the structure of … high share of non-resident bank loans in the MPP-implementing country reduces the domestic effectiveness of most MPPs …