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 …

We study how investors account for the riskiness of banks' risk-weighted assets (RWA) by examining the determinants of … stock returns and market measures of risk. We find that banks with higher RWA had lower stock returns over the US and … European crises. This relationship is weaker in Europe where banks can use Basel II internal risk models. For large banks …

This paper assesses the interconnectedness across Korean banks using three alternative methodologies. Two methodologies … utilize high frequency financial data while the third uses bank balance sheet data to assess banks' bilateral exposures …, systemically vulnerable banks, and systemically risky banks. The analysis concludes that while Korean banks are interconnected …

cross-border banks. Using a sample of 25 large European banking groups with subsidiaries in Central, Eastern and Southern …

reduce bank capital below the regulatory minimum. On the funding side, a disruption to banks' offshore funding may put …