analyzes the implications of the change from IAS 39 to IFRS 9 in the context of bank resilience. We shed light on two effects … bank resilience through lower capital levels. In the absence of archival data of IFRS 9 and their potential biases due to … the COVID-19 pandemic, we use the European bank stress test results as a natural experiment, in which all banks are …

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 …

framework were more likely to require public support during the crisis. We instrument some characteristics of bank balance … sheets with these prudential indicators to investigate how they affect bank resilience. The share of non-interest income …

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 …

We analyze the effect of bank capital requirements on the structure and risk of a financial system where markets …

We assess the impact on bank bond holdings of regulatory changes in the requirements for bail-inable liabilities …) induced banks to increase their holdings of eligible bank bonds, especially if issued by other banks. The requirement for own … debt issued by global systemically important banks. Finally, we find evidence of increased within-country bank …