by the following types of bank financial distress: 1) low equity ratio; 2) low Tier 1 capital ratio; and 3) losses on …

contagion which can be used to calibrate bank-specific capital and liquidity requirements and large exposures limits. We find … non-linear function of the combination of network structures and bank-specific characteristics …

Loan guarantees represent a form of government intervention to support bank lending. However, their use raises concerns … as to their effect on bank risk-taking incentives. In a model of •nancial fragility that incorporates bank capital and a … bank incentive problem, we show that loan guarantees reduce depositor runs and improve bank underwriting standards, except …

is generally small. Surprisingly, we find that spill-overs of bank-related events are not significantly different from …

. To the extent that sovereign default causes bank losses also independently of their holding of domestic government bonds …

The primary driver of commercial bank failures during the Great Recession was exposure to the real estate sector, not …

loan scale. A financial crisis, simulated as an abrupt decline in the collateral value of bank assets, triggers a flight to …