the design of the loss absorption mechanism affects the stability of bank funding and distinguish between Conversion …. As we show, the first two loss absorption mechanisms unambiguously improve a bank's stability of funding position. By … uncertainty regarding a bank's ex post solvency position. Bank managers, investors as well as supervisors and regulators should be …

coordination of capital and risk adjustments depends on the amount of capital the bank holds in excess of the regulatory minimum …

interbank lending. The rules, which combine individual bank characteristics and interconnectivity measures of interbank lending …

quantitative models in a new perspective. This knowledge may prove valuable for regulators who aim to understand bank behaviour and …

geographical regions measured by the Herfindahl Index. To explore this issue, we use a unique data set of the individual bank loan …

Ongoing financial innovation and greater information availability increase the tradability of bank assets and reduce … banks' dependence on individual bank managers as private information in the lending process declines. In this paper we argue … bank managers and shareholders becomes less severe. Consequently, banks' capital structure needs to be less concerned with …

Kapitals folgt in groben Zügen der Aufteilung in Bank- und Handelsbuch. In der traditionellen Denkweise ist Kreditrisiko … für einzelne Risikokategorien konservativ sei. Werden nämlich Bank- und Handelsbuch als Subportfolios des gesamten … Risikobewertungssituationen eine Trennung von Markt- und Kreditrisiko anhand von Bank- und Handelsbuch nicht möglich ist. Wir zeigen, dass das …

charged already higher interest rates to their borrowers after controlling for other bank specific characteristics and general …