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 …

We study the transmission of financial sector shocks across borders through international bank connections. For this … countries experiencing systemic banking crises on bank profitability and loan supply. We find that direct exposures to crisis …

links changes in the financial environment and the distribution of future bank capital ratios. This forward …

conditions, and the regulatory environment. We use this model to simulate bank credit losses for stress-testing purposes and to … that can be made to capture country-specific institutional features. The model uses bank portfolio data broken down by risk …

We analyze how bank profitability impacts financial stability from both theoretical and empirical perspectives. We … first develop a theoretical model of the relationship between bank profitability and financial stability by exploring the … empirical determinants of bank risks and profitability, and how the level and the source of bank profitability affect risks for …

for each bank, conditional on a bad macro-outcome. Theses 'cross-sectional" moments are used to re-calibrate the …