financial crisis of the 20th century - the Great Depression. Using balance-sheet and systemic risk measures at the bank level …, we build an econometric model with incidental truncation that jointly considers bank survival, the type of bank closure … (consolidations, absorption, and failures), and changes to bank risk. Despite roughly 9,000 bank closures, risk did not leave the …

widespread stress, with adverse affects on bank intermediation thereafter. We discuss the bank capital and the bank funding … conclude by discussing the increasing extension of bank credit lines to non-bank financial intermediaries, as well as the role …

exposure in bad times. We apply this idea to bank risk measurement. We find that banks with high accounting return on equity … triggered by the collapse of Silicon Valley Bank. ROE predicts systematic tail risk much better than conventional measures based …

We study the transmission of monetary policy through bank securities portfolios using granular supervisory data on U ….S. bank securities, hedging positions, and corporate credit. Banks that experienced larger losses on their securities during …

average bank has a large notional amount of swaps-- $434 billion, or more than 10 times assets. But after accounting for the … significant extent to which swap positions offset each other, the average bank has essentially no net interest rate risk from … banks, with some bank swap positions decreasing and some increasing with rates, but aggregating swap positions at the level …

pre-crisis data, in order to study the impact of government guarantees on bank performance during a crisis. Using bank … private sector bank branches in districts with greater exposure to state-owned banks experienced deposit withdrawals and … shortening of deposit maturity. In contrast, nearby vulnerable state-owned bank branches grew their deposit base and increased …

We use administrative credit registry data from Europe to study the impact of voluntary lender net zero commitments. We …

next three months. A comprehensive bank-level database reveals the public responded to signals sent by regulators' actions …