In our paper we analyze the heterogeneity between various business models among systemically important banks in 65 … crisis. Our results prove that the asset structure of banks was responsible for the systemic risk before the mortgage crisis …, whereas the liability structure was responsible for the crisis itself. Finally, we show that countries with banks that rely on …

systemic failure in the global banking system. We examine a sample of 334 banks (representing 80% of global bank equity) in 28 … abnormal returns for the subset of banks not directly exposed to a negative shock (unexposed banks) rarely exceed a few percent … European banks. The largest values are obtained for the Russian crisis and September 11 and these show increases in estimated …

between market knowledge and supervisory decisions. Moreover the results encompass a complete ranking of the banks considered …, according to their systemic importance scores. The methodology has then been applied to EU and Eurozone samples of banks to …

transmission of risk among interconnected banks and to measure their systemic importance. In this paper we show how classic input …

In this study, we analyze why U.S. commercial banks failed during the recent financial crisis. We find that proxies for … the failures of banks that were closed during 2009, just as they did in the previous banking crisis of 1985 – 1992 …. Surprisingly, we do not find that residential mortgage-backed securities played a significant role in determining which banks …

Crisis, the paper will highlight how runs on banks are triggered by liquidity crises and that liquidity risks cannot be … essential in facilitating disclosure - since the Basel Committee's focus on banks and prudential supervision cannot on its own …