policymakers’ efforts to strengthen bank capitalization. …

We analyze a large merger in the Dutch banking market during the financial crisis using disaggregated data. Based on a … merger simulation model, we evaluate merger-induced changes in the interest rates for savings accounts. We find that the …

A bank's decision on loan supply and capital structure determines its immediate bankruptcy risk as well as the future … availability of internal funds. These internal funds in turn determine a bank's future costs of external finance and future …-to-asset ratios, liquidity coverage ratios and regulatory margin calls on the dynamics of loan supply and bank stability. Only …

In attempting to promote bank stability, the Basel Committee on Banking Supervision (2006) provides a framework that … regarding the treatment of tail risk. -- Bank regulation ; bank stability ; Basel framework ; crisis ; tail risk …

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

inter-polates between these two extremes. We then test the capability of these modelsto predict actual bank defaults (and …

. Since the establishment of the Banking Union in 2014, the European Central Bank (ECB) can impose stricter regulations than … bank's contribution to systemic risk (SRISK) at the national and the euro-area level. Our research delivers three main …, an exploration of the drivers of systemic risk shows that a bank’s contribution to systemic risk is positively related to …