banking crises. Recent findings show that government intervention results in only a small proportion of bank recoveries. This …

banking crises. Recent findings show that government intervention results in only a small proportion of bank recoveries. This …

different combinations of bank asset and funding sources and assess their impact on the mortgage crisis. We then estimate how … distinct strategies have affected bank profitability and risk before the crisis, and what impact they have put on the mortgage …

This paper is one of the first attempts to conduct an empirical investigation of the relationship between bank capital …, securitization and bank risk-taking in a context of the rapid growth in off-balance-sheet activities. The data come from the Canadian … securitization and bank risk-taking. Profit-risk measure is more sensitive than loss-risk measure to the variation in securitization …

systemic failure in the global banking system. We examine a sample of 334 banks (representing 80% of global bank equity) in 28 … estimates suggest that systemic risk is limited even during major financial crises. For example, maximum likelihood estimation … of bank failure probabilities implied by equity prices suggests the Asian crisis induced less than a 1% increase in the …

banks are capable of absorbing losses in the event that a bank is unable to support itself in the private market.” Amongst … constitutes a means whereby losses could still be absorbed in the event that a bank is unable to support itself in the private …