This paper analyzes the contagion effects associated with the failure of Silicon Valley Bank (SVB) and identifies bank … held-to-maturity securities, bank size, and cash holdings had a significant impact, while better-quality assets or holdings … rate hikes nor risks linked to bank size. While mid-sized banks experienced particular stress immediately after the SVB …

beyond the conventional sources of bank credit. Interpreting the role of uncertainty, one can observe the connections between …

In this paper, we empirically analyze the transmission of realized interest rate risk - the gain or loss in bank … economic capital due to movements in interest rates - to bank lending. We exploit a unique panel data set that contains … rate risk exposure net of hedging. Our analysis yields three main results. First, our estimates indicate that a year after …

This paper extends the literature on bank capital structure by modeling capital structure as a function of important … public policy and bank regulatory characteristics of the home country, as well as of bank-specific variables, country …. The results indicate that bank capital ratios are significantly affected in the hypothesized directions by most of the …

geographical regions. To explore this issue, we use a unique data set of the individual bank loan portfolios of 983 German banks …

Using count data on the number of bank failures in US states during the 1960 to 2006 period, this paper endeavors to … instruments to absorb potential endogeneity between the number of bank failures and economic and regulatory conditions. Results … suggest that bank failures are not merely self-fulfilling prophecies but relate systematically to inflation as well as to …