banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity …. Using a dataset that contains information on critical events of German banks, we find that financing loans using fewer … customer deposits would have been associated with a higher probability of financial distress for savings banks and credit …

relationship orientation of banks. …

relationship orientation of banks. …

We investigate the relationship between bank complexity and bank risk-taking using German banking data over the period … 2005-2017. We find that more complex banking organizations tend to take on more risk, but that this complexity-risk nexus … decreases over time. We study how regulatory tightenings inherent in this period, and addressing systemically important banks …

quantify this contagion channel in the context of the Bank of Canada's model of the Canadian banking system and a stress …We develop an operational model of information contagion and show how it may be integrated into a mainstream, top … bank runs, potentially unleashing a wave of investor pessimism that can drive otherwise solvent banks into illiquidity. We …

deposits playing an important role. Using a comprehensive data set for the German banking sector, we examine whether German … heterogeneity depending on banks' governance structures. The announcement of a state guarantee for bank deposits following the … collapse of Lehman Brothers succeeded in calming depositors of all banking groups but did not remove market discipline entirely …

We develop a macroeconomic portfolio stress test that is specifically geared towards small and medium-sized banks. We … banks' capital ratios. Our results show that savings banks and cooperative banks prove to be very resilient to macroeconomic … stress, while more than 6% of our sample's credit banks "fail" the stress test, mainly due to their lack of capital. The main …

banks' balance sheets; banks respond by selling assets and reducing credit provision. A highly leveraged banking sector …Increases in firm default risk raise the default probability of banks while decreasing output and inflation in US data …. To rationalize the empirical evidence, we analyse firm risk shocks in a New Keynesian model where entrepreneurs and banks …

We develop a model of bank risk-taking with strategic sovereign default risk. Domestic banks invest in real projects … government's incentives to repay and therefore lowers its borrowing costs. For low levels of government debt, banks influence … default are perfectly correlated. Banks fail to account for how their bond purchases influence the government's default …