-based indicators, and stress tests. Cypriot commercial banks are weaker than their counterparts in Greece and also less stable than … cooperative banks in Cyprus. Credit risk appears as the main source of risk in the banking sector, with demand for real estate …

Most banks in Paraguay appear resilient to shocks, although the exposure to large borrowers is high. The mission …

central banks and the IMF. …

We study how investors account for the riskiness of banks' risk-weighted assets (RWA) by examining the determinants of … stock returns and market measures of risk. We find that banks with higher RWA had lower stock returns over the US and … European crises. This relationship is weaker in Europe where banks can use Basel II internal risk models. For large banks …

This paper assesses the interconnectedness across Korean banks using three alternative methodologies. Two methodologies … utilize high frequency financial data while the third uses bank balance sheet data to assess banks' bilateral exposures …, systemically vulnerable banks, and systemically risky banks. The analysis concludes that while Korean banks are interconnected …