how to treat sovereign exposures in bank regulation. Our contribution is to model endogenous sovereign portfolio …

This paper investigates both the magnitude and the drivers of bank window dressing behaviour in euro-denominated repo …

We develop a structural model for valuing bank balance sheet components such as the equity and debt value, the value … for the government when the bank is operated by private shareholders including the present value of a possible future … the bank. In this case, the shareholders lose part (or all) of the capital that they hold in the bank, the creditors lose …

Systemically Important Banks (G-SIBs) on bank lending behaviour. Using a difference-in-differences estimation strategy, we find no …

We develop a dynamic structural model of bank behaviour that provides a microeconomic foundation for bank capital and …

has partial control over bank regulation it can exercise regulatory lenience. Two, the Fed's stronger output orientation …From the onset of the 2007-2009 crisis, the Federal Reserve and the European Central Bank have aggressively lowered … procyclical capital regulation. - Monetary policy ; capital regulation ; crisis …

significance. Our results do not point to a major role of newly introduced bank levies in explaining cross-border banking …