We investigate the relationships of bank failures and balance sheet conditions with measures of proximity to different … forms of transportation in the United States over the period from 1830-1860. A series of hazard models and bank …. Specifically, railroads facilitated better information flows about banks that led to modifications in bank asset composition …

The first part of this paper provides a historical perspective on bank risks. Five-year moving average measures of … outside New York banks from 1950-1976.We use a carefully constructed series of bank balance sheet data to compute correlations … proposed in Sharpe (quot;Bank Capital Adequacy, Deposit Insurance and Security Values,quot; June 1978) to gain information …

bank risk taking, commercial bank failure, interest rates on loans, and market structure. We propose a market structure … addition to aggregate shocks to the fraction of performing loans in their portfolio. A nontrivial bank size distribution arises … consistent with untargeted business cycle properties, the bank lending channel, and empirical studies of the role of …

scenarios and banks' estimated losses to recover bank level exposures to macroeconomic factors. Once macro outcomes are realized …

liquidity of assets and the funding liquidity of liabilities. We construct the LMIs for 2882 bank holding companies during 2002 … the government during the financial crisis. Thus the LMI measure is informative regarding both individual bank liquidity …

Bank risk-based capital (RBC) standards require banks to hold differing amounts of capital for different classes of … weights accurately reflect bank asset risk, we find that the weights fail even in their limited goal of correctly quantifying … are considered in the RBC regulations. We also examine other types of bank risk by estimating a simple factor model that …

. Upon the arrival of a signal about banks' future defaults, investors update their expectations of bank solvency. If their …

1999, the markets were more sensitive to bank vulnerability and higher premiums were required …