Under the Single Supervisory Mechanism (SSM) introduced in 2014, the European Central Bank directly supervises …

, with a particular emphasis on bank profitability. Methodologically, it employs two multivariate time series models, namely … alongside a novel bank-level dataset for selected Maltese core banks compiled by merging data from various sources. Forecasting … comprehensive profitability outlook for the Maltese core banking sector. Key findings are summarized as follows: (i) neither of the …

A bank panic is an expectation-driven redemption event that results in a self-fulfilling prophecy of losses on demand … surprisingly di¢ cult to generate bank panic equilibria if one allows for a plausible degree of contractual flexibility. A common … minimum scale requirement. With this simple and empirically-plausible modification to the standard model, we find that bank …