We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …

This paper addresses the trade-off between additional loss-absorbing capacity and potentially higher bank risk …

the introduction of negative deposit rates by the European Central Bank in June 2014 and a novel securities register for …

This paper studies the impact of cyclical systemic risk on future bank profitability for a large representative panel … risk predict large drops in the average bank-level return on assets (ROA) with a lead time of 3-5 years. Based on quantile … local projections we further show that the negative impact of cyclical systemic risk on the left tail of the future bank …

strength of monetary policy accommodation and the degree of bank riskiness are key determinants of the trade-off between the …

In this paper, we construct a structural model to determine the costs of a bank rescue considering bail-outs and bail … abandon the bank. Given this trigger, the model also determines the bank rescue costs, the expected time to the bank rescue … and the bank rescue probabilities. A static analysis of our model produces several empirically testable hypotheses. The …

We show that negative policy rates affect the supply of bank credit in a novel way. Banks are reluctant to pass on … low-deposit banks. As a consequence, the introduction of negative policy rates by the European Central Bank in mid-2014 …

contagion which can be used to calibrate bank-specific capital and liquidity requirements and large exposures limits. We find … non-linear function of the combination of network structures and bank-specific characteristics. …