alternative model to Basel framework is derived where systemic risk is taken into account in each bank's dynamic. This might be a … systemic risk. Moreover, bank regulation is considered in a two-scale level, either at the bank level or at the system … compute the capital ratio threshold per year for each bank and each country and we rank them according to their level of …

-fulfilling bank panic. Furthermore, we test various means to prevent or to curb it: the suspension of deposit convertibility, the … "narrow banking" solution. We confirm the possibility of pure-panic bank runs as formalized by Diamond and Dybvig (1983 …). However, this situation remains rare. Partial and self-fulfilling bank runs represent a more general situation. That …

potential problems at Northern Rock in advance of the bank announcing that it had negotiated emergency lending facilities at the … Bank of England in September 2007. A further aim of the paper is to examine the signalling qualities of four financial … measures of bank risk) so as to explore both the relative and individual qualities of each. Therefore, the paper's findings …