We analyze the link between banking sector quality and sovereign risk in the whole European Union over 1999–2014. We … theoretically and empirically motivated banking sector characteristics, and a Bayesian inference in panel estimation as a …-up call hypothesis in that markets re-appraised a number of banking sector-related issues in the pricing of sovereign risk …

off guard by the large number of banks collapsing worldwide. But what triggers an early warning, and what are the … bank manager monitoring the bank’s loan portfolio. The manager must be incentivized to warn the board before a crisis …

We analyze link between mortgage-related regulatory penalties levied on banks and the level of systemic risk in the U ….S. banking industry. We employ a frequency decomposition of volatility spillovers (connectedness) to assess system-wide risk … the public, long-term systemic risk among banks tends to increase. From the dynamic perspective, bank penalties represent …

-border contagion effects could turn out to be important in the EU because national banking problems could easily spread via the highly …I analyze the optimal design of banking supervision in the presence of cross-border lending. Cross-border lending could … take cross-border contagion effects into account. Supervisors with such a national mandate fail to implement the optimum …

This paper examines the impact of the global financial crisis on the banking sector in the Middle East and North Africa … (MENA) region, as well as the main determinants of the profitability of both domestic and foreign banks. The empirical … positive effect respectively; GDP has a positive effect in the case of domestic banks. …

explain why Asian banks were undercapitalised and took excessive risks before the banking crisis emerged. … imposed solvency constraints on banks. However, these constraints may not survive in systems competition, as systems … international policy externality on foreign lenders of domestic banks, there will be an undersupply of such regulation. This may …

competition and stability in banking. There are two basic channels through which competition may increase instability: by …

This paper examines the ramification of government capital injections into financially distressed banks during the 1997 … Japanese banking crisis. By leveraging a unique dataset merging firm-level financial statements and bank balance sheets, the … struggling "zombie" firms. The empirical results suggest that banks, post-injection, increased lending to both high …

We model a banking union of two countries whose banking sectors differ in their average probability of failure and … which banks are to be shut down before they can go bankrupt, and (ii) a loss allocation – or bailout – decision of who pays … for banks that have failed despite regulatory oversight. Each of these choices can either be taken in a centralized or in …