An individual bank can put the whole banking system at risk if its losses in response to shocks push losses for the …

This paper studies the impact of trading profits and losses on bank counter-party borrowing costs using data from a … derivatives trade depositary. We use the network of credit default swap CDS) transactions between banks to identify bank CDS … returns attributable to counter-party losses. Any bank's exposure to corporate default increases whenever counter-parties from …

authorized UK banks and building societies at the consolidated (group) and standalone (bank) level. As a result, it permits both …

Using quarterly data on FAS 157 fair value disclosures for US bank holding companies from 2008 to 2013, we test whether … standards. These standards offer management significant discretion for measuring fair values, potentially reducing bank … transparency and affecting market perceptions about bank risk. We find limited evidence that capital ratios are lower at …

Using quarterly data on FAS 157 fair value disclosures for US bank holding companies from 2008 to 2013, we test whether … standards. These standards offer management significant discretion for measuring fair values, potentially reducing bank … transparency and affecting market perceptions about bank risk. We find limited evidence that capital ratios are lower at …

This paper addresses the trade-off between additional loss-absorbing capacity and potentially higher bank risk …

special case because of the risk of bank runs and because their creditors were not able to assess accurately the riskiness of …