We investigate the liquidity management of 62 Dutch banks between January 2004 and March 2010, when these banks were … subject to a liquidity regulation that is very similar to Basel III’s Liquidity Coverage Ratio (LCR). We find that most banks … the regulation. More solvent banks hold fewer liquid assets against their stock of liquid liabilities, suggesting an …

the marginal expected shortfall as well as the lower tail dependence between a bank’s stock returns and a relevant bank … merging banks’, the combined banks’ as well as their competitors’ contribution to systemic risk following mergers, thus …

characteristics, such as capital and liquidity. We estimate the new model on the entire panel of US banks, spanning the period 1985q1 … establish that the risk of the relatively large banks and banks that failed in the subprime crisis is higher than the industry …’s average. Thus, we provide a new leading indicator, which is able to forecast future solvency problems of banks. …

risk. We use a sample of virtually all US commercial banks during the period 1998–2010 to analyze the relationship between … these two risk sources on the bank institutional-level and how this relationship influences banks’ probabilities of default …-lagged relationship. However, they do influence banks’ probability of default. This effect is twofold: whereas both risks separately …

We employ a comprehensive data set and a variety of methods to provide evidence on the magnitude of large banks … the Canadian banks. The banking sector in Canada provides a unique setting in which to examine market discipline along … guarantee has been in effect consistently since the 1920s. We find that large banks have a funding advantage over small banks …