relationship between banks'' risk of failure, market structure, bank ownership, and banks'' screening and bankruptcy costs. These …,000 bank-year observations for 133 non-industrialized countries during the 1993-2004 period. Four main results obtain. First …, the positive and significant relationship between bank concentration and bank risk of failure found in Boyd, De Nicolò and …

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 …

of financial contagion based on bank balance sheet identities and behavioral assumptions of deleveraging. Cascade effects … can be triggered by bank losses or contractions of interbank lending activities. As a result of shocks on assets or on … illustrate the use of the model and the relative importance of contagion channels, relying on bank losses of advanced countries …

One of the challenges of financial stability analysis and bank stress testing is how to establish scenarios with … capital positions. The outcome suggests that spillover effects have a highly non-linear impact on bank soundness, both in …