particular, we show that the stock market applies far greater discounts to a bank’s real estate loans and mortgage … suggests that bank balance sheets overvalue real estate related assets during economic slowdowns. Estimated discounts are … impairment. We also find that bank share prices, especially for banks with large exposures to mortgage-backed securities, react …

$100,000 to $250,000 per depositor and bank. For some banks, the amount of insured deposits increased significantly; for …

banking crises. Recent findings show that government intervention results in only a small proportion of bank recoveries. This …

This paper is one of the first attempts to conduct an empirical investigation of the relationship between bank capital …, securitization and bank risk-taking in a context of the rapid growth in off-balance-sheet activities. The data come from the Canadian … securitization and bank risk-taking. Profit-risk measure is more sensitive than loss-risk measure to the variation in securitization …

This paper aims to answer the following question: what is (are) the cause(s) of the severe reduction in bank credits in … period an ultra–expansionary monetary policy has been implemented by the Bank of Japan. A theoretical lending–supply model is …

This paper seeks to understand the interplay between banks, bank regulation, sovereign default risk and central bank … guarantees in a monetary union. I assume that banks can use sovereign bonds for repurchase agreements with a common central bank … cheaply, effectively shifting the risk of some of the potential sovereign default losses on the common central bank. …

Many of the world’s developed economies have introduced, or are planning to introduce, bank bail-in regimes. Both the … planned EU resolution regime and the European Stability Mechanism Treaty involve the participation of bank creditors in … bearing the costs of bank recapitalization via the bail-in process as one of the (main) mechanisms for restoring a failing …

A regulator resolving a bank faces two audiences: depositors, who may run if they believe the regulator will not …

by interbank lending. This paper shows that common regulation is also a conduit for interbank contagion. One bank … behaviour can be privately to exhibit forbearance to a failing bank. We show that regulatory transparency improves confidence ex …