where they are headquartered (territorial LSIs). We compare the performance of territorial LSIs across regions at low and … high ooding risk and test for the \core lending channel" hypothesis, whereby lending to the real economy is a catalyst of …

We analyze the impact of efficiency on bank risk. We also consider whether bank capital has an effect on this … relationship. We model the inter-temporal relationships among efficiency, capital and risk for a large sample of commercial banks … expect higher risk and subdued capital positions in the near future. - Banking risk ; capital ; efficiency …

income (normalized by total assets) conditional to changes in key macro-financial risk factors. To map the linkages of net … trading income with financial risk factors and capture nonlinear effects, we implement a dynamic fixed effects quantile model … income distribution from which we quantify tail risk measures and expected losses across banks. We find a heterogeneous and …

In this paper we propose definitions of funding liquidity and funding liquidity risk and present a simple, yet … intuitive, measure of funding liquidity risk based on data from open market operations. Our empirical analysis uses a unique … our proxies for funding liquidity risk are typically stable and low, with occasional spikes, especially during the recent …