This paper investigates the relationship between bank funding costs and solvency for a large sample of euro area banks … relationship between bank solvency, on the one hand, and senior bond yields, term deposit rates and overnight deposit rates, on the … other. The analysis finds a significant negative relationship between bank solvency and the different types of funding costs …

This paper describes a machine learning technique to timely identify cases of individual bank financial distress. Our … financial distress, in order to capture bank distress cases at an earlier stage with respect to the existing literature on bank … failures; by doing so, given the rarity of bank defaults in Europe we significantly increase the number of events on which to …

shock caused by a large-bank failure in conjunction with detailed data on interbank exposures. First, we find robust … evidence that higher interbank exposure to the failed bank leads to large deposit withdrawals. Second, the magnitude of …-prudential analysis ; deposit insurance ; interbank market ; wholesale depositors ; bank runs ; banking crisis ; liquidity dry-ups …

The paper analyses the consequences of an isolated, sudden and unexpected failure of a bank in alternative interbank … and loss-sharing. The results indicate that systemic consequences of one bank's failure on the solvency of other banks can …