banks’ headline capital ratios underestimate their capital strength. A comparison with Canadian, UK and Australian banks … banks could withstand sizable stand-alone shocks to their exposure to either residential mortgages (calibrated on the Irish … merits of higher minimum capital requirements for systemically important domestic banks could be considered, together with …

requirements under Basel III, as well as a capital increase covering globally systemically important banks. The analysis, using an … widening of interest rate spreads by banks. …

-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital adequacy framework. We … discuss the key drivers behind the differences in these calculations, drawing upon a sample of systemically important banks …

changes in risk-weighted assets (RWAs) under stress, including for non-internal ratings based (IRB) banks (through a quasi … assumptions and scenarios; (c) allowing stress testers to run multi-year scenarios (up to five years) for hundreds of banks …

the implications for financial stability, exploiting a bank-level dataset that covers about 11,000 banks in the U.S. and … Europe during 2001–09. The results show that banks with weaker structural liquidity and higher leverage in the pre …-section, the smaller domestically-oriented banks were relatively more vulnerable to liquidity risk, while the large cross …

Drawing from a unique data set comprising 2,893 banks and 152 countries over the period 1987 to 2000, we test whether …