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 …

This paper presents a simple heuristic measure of tail risk, which is applied to individual bank stress tests and to …

probability. Though results vary substantially across individual banks, domestic activity and U.S. growth, and higher asset prices …

presence of some limits on intragroup flows for banks included in the June 2011 EBA stress tests. …Cover -- Contents -- I. Introduction -- II. The Recent Evolution in Bank Stress Tests -- III. A Combined Unconsolidated …. Conceptual Difference between 'Traditional' Stress Test and Stress Tests Taking into Account Group Structures -- 2. Banks …

Bank stress tests of climate change risks are relatively new, but are rapidly proliferating. The IMF and World Bank … staff collaborated to develop an experimental macro scenario stress testing approach to examine physical risks for banks by … substantially with climate change. However, bank capital declines only modestly unless the event is compounded with other disasters …

. The paper discusses the corporate governance of Italian banks, its regulatory framework, and the specific challenges … arising from the role played by foundations and large cooperatives. Although Italian banks have recently made progress in … of foundations when they are the controlling shareholders in banks; and (iv) facilitating the transformation of large …

This paper examines the behavior of bank soundness indicators during episodes of brisk loan growth, using bank …-level data for central and eastern Europe and controlling for the feedback effect of credit growth on bank soundness. No evidence … is found that rapid loan expansion has weakened banks during the last decade, but over time weaker banks seem to have …

While deeply undercapitalized banks have been shown to misallocate credit to weak firms, the drivers of such zombie … banks are less researched, particularly across countries. To furnish empirical evidence, we compile a dataset of … undercapitalized banks from emerging markets and developing economies. We classify zombie banks as those not receiving remedial …

performance in Ukraine. The paper also finds that concentration of ownership by foreign companies and banks is associated with …

Studying a large number of banks in various countries between 1999 and 2006, we document that foreign banks perform … deposits for funding. Foreign banks' performance improves over time, possibly as they adapt, and is better when the home … controlling for heterogeneity among foreign banks and help reconcile some contradictory results found in the litera …