In this study we disentangle two dimensions of banks' systemic risk: the level of bank tail risk and the linkage …

The paper studies risk mitigation associated with capital regulation, in a context where banks may choose tail risk … liability. Moreover, higher capital may have an unintended effect of enabling banks to take more tail risk without the fear of …

and conduct. In particular, this study focuses on differences across countries, variously sized banks (reflecting distinct … observed large spreads in inefficiencies and cost levels across countries and individual banks indicate that the process of … scaling up and rationalisation to be prepared for increased foreign competition, has - for at least part of the banks - only …

banks. However if in extreme scenarios the LCR becomes a binding constraint, the interaction of bank behaviour with the …

When does the general public lose trust in banks? We provide empirical evidence using responses by Dutch survey …. Negative media reports, falling stock prices, and opaque product information also affect trust in banks. Experiencing a bank …

We investigate 62 Dutch banks' liquidity behaviour between January 2004 and March 2010, when these banks were subject … to a liquidity regulation that is very similar to Basel III's Liquidity Coverage Ratio (LCR). We find that most banks … the regulation. More solvent banks hold fewer liquid assets against their stock of liquid liabilities, suggesting an …

This paper analyses the impact of loan market competition on the interest rates applied by euro area banks to loans and … pass-through of market rates to bank interest rates, we likewise find that banks tend to price their loans more in … suggest that the competitive pressure is heavier in the loan market than in the deposit markets, so that banks under …

effective prudential supervision. In addition, our results indicate that insurance activities of banks may increase systemic …