We examine whether Fitch support ratings of US banks depend on bank size. Using quarterly data for the period 2004:Q4 … to 2012:Q4 and controlling for several factors that make large and small banks different, we find that bank size is …

In this study we disentangle two dimensions of banks' systemic risk: the level of bank tail risk and the linkage … between a bank's tail risk and severe shocks in the financial system. We employ a measure of the systemic risk of financial … bank characteristics are related to bank tail risk and systemic linkage. The interrelationship between bank characteristics …

This paper examines how credit risk affects bank lending and the business cycle. We estimate a panel Vector …, inflation, the short-term interest rate, bank lending, as well as loan loss provisioning by banks (as proxy for credit risk …). Our main findings are that: (i) bank lending and loan loss provisioning are important drivers of business cycle …

This paper reviews studies exploring how higher bank capital requirements affect economic growth. There is little … evidence of a direct effect; research focuses on the indirect effects of capital requirements on credit supply, bank asset risk …, and cost of bank capital, which in turn can affect economic growth. Banks facing higher capital requirements can reduce …

bank profitability. We evaluate a broad field of research by introducing a general framework for a profit maximizing bank …

overestimated and that the tests on both monopoly and perfect competition are distorted. This is due to the use of bank revenues … divided by total assets as dependent variable in the P-R model instead of unscaled bank revenues. We provide both theoretical …

by assessing the relation between bank size and market power. We use an extended version of the Panzar-Rosse (P-R) model … that allows bank size to affect market power. Based on a large sample of more than 18,000 banks in 101 countries comprising … more than 112,000 bank-year observations, we show that market power varies with bank size. Large banks have substantially …