highlight an opposite effect: higher profitability loosens bank borrowing constraints. This enables profitable banks to take …

system. In contrast, the SLS focusses on the problematic banks which suffer a liquidity shortfall. These measures provide an …In this paper we introduce two measures, the Systemic Liquidity Buffer (SLB) and the Systemic Liquidity Shortfall (SLS …) to assess liquidity in the banking system. The SLB takes an aggregated perspective on liquidity risks in the banking …

banks. We develop an EL model where LGD estimates are based on current collateral values and PD dynamics are estimated using … German banks do increase significantly in an adverse economic environment. The estimated expected losses are widely …

between bank regulation and climate policy. Households value the liquidity of deposits, which are protected by deposit … insurance. Banks collect deposits and issue equity to extend defaultable loans to clean and fossil energy firms. Bank capital … regulation affects liquidity provision to households, bank risk-taking, and loan supply across sectors. Using a calibrated …

bank (G-SIB) envisaged by regulators has an impact on the CDS prices of these banks. We find evidence that the CDS spreads …

losses. Based on those distributions we propose measures for (i) systemic importance of single banks, (ii) vulnerability of … single banks, and (iii) vulnerability of the whole sector. The framework can be used for the calibration of macro …-prudential capital charges, the assessment of systemic risks in the banking sector, and for the calculation of banks' interbank loss …