the proprietary bank-to-bank European interbank dataset extracted from Target2 and also exploit the Lehman and sovereign …

Outright bank failures without prior indication of financial instability are very rare. Supervisory authorities monitor … regarded as troubled to varying degrees before outright closure. But to our knowledge virtually all studies that predict bank … failures neglect the ordinal nature of bank distress. Exploiting the distress database of the Deutsche Bundesbank we …

could be implemented to compute bank-specific capital surcharges for systemic risk or stabilisation fees. We find that size … alone is not a reliable proxy for the systemic importance of a bank in this framework. In order to smooth cyclical …

welfare implications of different LOLR-policies in these financial systems. We show that in a bank-dominated financial system …

total of ten different structuring styles. These include bi-partite structures between a bank and a counterparty, tri …