. We then investigate whether this effect is influenced by two key bank characteristics: securitization and bank capital …We examine how bank competition in the run-up to the 2007-2009 crisis affects banks' systemic risk during the crisis …. Using a sample of the largest listed banks from 15 countries, we find that greater market power at the bank level and higher …

securitization activity on loans' relative credit quality employing a uniquely detailed dataset from the euro-denominated syndicated … securitization, however, the credit quality of borrowers whose loans are securitized deteriorates by more than those in the control …

consistent with those of the literature on bank failure, where the determinants of the latter include the entire CAMELS structure …

contract their balance sheets. These bank responses generate externalities that propagate in the form of macro … macro-financial feedback loops can significantly affect macroeconomic outcomes and bank-specific stress tests results. The … heterogeneity in bank lending responses matters: it determines how each bank fares under adverse conditions and the external effects …

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 offers novel evidence on the impact of raising bank capital requirements in the context of an emerging … market: Peru. Using quarterly bank-level data and exploiting the adoption of bank-specific capital buffers, we find that … higher capital requirements have a short-lived, negative impact on bank credit in Peru, although this effect becomes …

paper focuses on a number of issues suggested by international organizations for countries and bank supervisors to consider …