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 …

risks implied by the cross-sectional heterogeneity in bank behavior in short-term lending markets. Strategies in, and … reliance on the payments system as well as special liquidity-supplying tools provided by the central bank seem to be more …

Bank liability guarantee schemes have traditionally been viewed as costless measures to shore up investor confidence … and prevent bank runs. However, as the experiences of some European countries, most notably Ireland, have demonstrated … rollover risks of a bank and a government, which are connected through the government’s guarantee of bank liabilities. We show …

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 …