uncertainty regarding a bank's ex post solvency position. Bank managers, investors as well as supervisors and regulators should be … 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 …

In this paper, we analyze the impact of loan growth and business model on bank risk in 15 EU countries. In contrast to …, decreases with bank size possibly because large banks are more active in volatile trading and off-balance sheet activities such …

to an executive board is an outsider (an individual without previous employment at the bank) compared to being an insider …

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 …

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 …