requirements. We find that an increase in the bankspecific regulatory capital requirement results in a higher bank capital ratio … and higher bank leverage. We do not observe differences between confidential and public disclosure of capital requirements …. Our results empirically illustrate a tradeoff between bank resilience and a fostering of the economy through more bank …

the design of the loss absorption mechanism affects the stability of bank funding and distinguish between Conversion …. As we show, the first two loss absorption mechanisms unambiguously improve a bank’s stability of funding position. By … uncertainty regarding a bank’s ex post solvency position. Bank managers, investors as well as supervisors and regulators should be …

, contingent capital (CoCo) may be less risky than bail-inable debt as its lower priority is compensated by a lower induced risk … the opposite effect. This is in contrast to traditional convertible debt, since CoCo bondholders have a short option … position. As a result, principal write-down CoCo debt is most desirable for risk preventive pur- poses, although the effect may …

the security level for each bank in each period, we find that during the crisis, banks with higher trading expertise …

Have bank regulatory policies and unconventional monetary policies - and any possible interactions - been a factor … behind the recent "deglobalisation" in cross-border bank lending? To test this hypothesis, we use bank-level data from the … capital requirements tend to reduce international bank lending and some forms of unconventional monetary policy can amplify …

interbank lending. The rules, which combine individual bank characteristics and interconnectivity measures of interbank lending …

- built upon a rich, non-linear dependence structure for interconnected bank portfolios. Incorporating numerous sector … model-based combined requirements range between 6.3% and 27.2% of credit RWA depending on the bank. A comparison with the …

choose their portfolio risk, bank size, and capital holdings. Banks voluntarily hold equity when the buffer effect against … are larger, choose riskier portfolios, and have less equity. Moreover, binding capital requirements or levies on bank …

neutral. Furthermore, when controlling for the sectoral allocation of financing, no specific instrument - e.g. bank credit or …

quantitative models in a new perspective. This knowledge may prove valuable for regulators who aim to understand bank behaviour and …