This paper studies the scope for cross-border contagion in the European banking sector using true bilateral exposure …

dispersion among banks in terms of the Basel risk parameters. The analysis focuses on loans granted by 5 large French banking …

a stressed environment and their usefulness from a banking supervision perspective. One pool of relevant information …

proposing a new model of banking contagion through two channels, bilateral exposures and funding shortage. Inspired by the key … Iterative Default Cascade algorithm to compute the propagation of a common market shock through a banking system. In addition to … for other banks. As an empirical exercise, we apply this model to the French banking system. Relying on data on banks …

capital requirements. We use a unique database for the French banking sector between 2003 and 2011 combining confidential bank …

banking groups to meet a higher Tier 1 capital ratio by June 2012, after accounting for an unprecedented temporary buffer … find that banks in a banking group that had to increase its capital by 1 percent of risk-weighted assets tended to have …