economic cycles. This feature facilitates a timely assessment of banks' loss-absorbing capacity and the buildup of systemic …

In the presence of adverse macroeconomic shocks, simultaneous capital losses in multiple banks can prompt them to … that banks impose on each other and on economic activity. The model can thus be used to assess the contributions of … individual banks to systemic risk along the time dimension …

This paper presents a novel approach to investigate and model the network of euro area banks' large exposures within …

central banks and the IMF …

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 …

supervisory standards on banks'' risk profile across different country clusters. Credit quality is of general concern especially …

-looking quantitative risk assessment methodology allows banks and regulators to identify risks before they materialize and make appropriate … adjustments to banks’ portfolios. This model was applied to the study of the risk profile of the largest South African banks in …

absence of granular information on banks’ trading and loan portfolios. To deal with these data shortcomings, this paper …. As an illustration, the methodology is applied to a set of banks in an advanced emerging market economy …