the cross-section of banks; and, the negative German loading reflects funding risk (flight away from bank funding to … various proxies for bank short-term debt. Large banks and banks with low Tier 1 ratios and high risk-weighted assets had …” – greater exposure of domestic banks to its sovereign’s bonds – which is partly explained by the European Central Bank funding …

investors to be less prone to run individual banks, but runs will be systemic. In addition, we show that bank runs are …

paper introduces a measure of the threat that a bank poses to the system. Such a measure, called threat index, may be … individual institutions to the risk in the system. Although the threat index and the default level of a bank both reflect some …

the proprietary bank-to-bank European interbank dataset extracted from Target2 and also exploit the Lehman and sovereign …

mechanisms for shadow banking that have been documented in the literature. I then illustrate the role of shadow bank policies …