We investigate the extent to which various structural risks exacerbate the materialization of cyclical risk. We use a … role in explaining the severity of cyclical and credit risk materialization during financial cycle contractions. Among …

The crisis management framework for banks in the European Union (EU) requires the resolution authorities to identify …

Procedure (MIP) Scoreboard of the European Commission to the crisis database of the European Systemic Risk Board (ESRB). The … events and (iv) Significant asset price corrections in EU Member States. Furthermore, we contribute to the literature by …