the LRR is no longer the binding capital constraint on them. If the LRR is lower than the average bank's IRB requirement …

We exploit the 2007-2009 financial crisis to analyze how risk relates to bank business models. Institutions with higher …. Business models related to significantly reduced bank risk were characterized by a strong deposit base and greater income …

capital and liquidity ratios, the leverage ratio plays a key role in determining a bank's IRS trading activity. 5) Also, after … mandatory central clearing, there is still a large dispersion in IRS transaction prices, which is partly determined by bank …

This paper studies the impact of cyclical systemic risk on future bank profitability for a large representative panel … risk predict large drops in the average bank-level return on assets (ROA) with a lead time of 3-5 years. Based on quantile … local projections we further show that the negative impact of cyclical systemic risk on the left tail of the future bank …

This paper addresses the trade-off between additional loss-absorbing capacity and potentially higher bank risk …

strength of monetary policy accommodation and the degree of bank riskiness are key determinants of the trade-off between the …

We analyze whether the impact of monetary policy on bank risk depends upon bank characteristics. We relate the … materialization of bank risk during the financial crisis to differences in the monetary policy stance and bank characteristics in the … the insulation effect produced by capital and liquidity buffers on bank risk was lower for banks operating in countries …