indices; second, which bank-specific characteristics explain these risk exposures; third, are there clusters of banks with … analysis of bank-to-bank linkages suggests that any “globalization” of the euro area crisis is likely to be channelled through …

affecting bank solvency during adverse macroeconomic conditions. This paper demonstrates the effectiveness of using extreme …

with bank-level data to study the contagion potential of an exogenous shock via credit and funding risks. We find that …-linear function of the combination of network structures and bank-specific characteristics …

This paper investigates macroprudential policy effects on bank systemic risk and the role of inflation targeting in … such effects. Using bank-level data for 45 countries comprising various monetary and exchange rate regimes, our regime … tightening of most macroprudential tools—including DSTI and LTV limits, and capital requirements—reduces bank systemic risk …

Ministers and Central Bank Governors in September 2015. The DGI-2 recommendations maintain the continuity of DGI-1 but …

, over a decade and a half preceding the pandemic, bank dividend payouts were adjusted in line with the motivations found in …