distinct strategies have affected bank profitability and risk before the crisis, and what impact they have put on the mortgage … different combinations of bank asset and funding sources and assess their impact on the mortgage crisis. We then estimate how …

we find that a bank’s balance sheet characteristics can help to forecast its systemic importance and, as a result, may be …

alternative model to Basel framework is derived where systemic risk is taken into account in each bank's dynamic. This might be a … systemic risk. Moreover, bank regulation is considered in a two-scale level, either at the bank level or at the system … compute the capital ratio threshold per year for each bank and each country and we rank them according to their level of …

prior to the crisis do not predict either bank failure or bank share prices decline, but D2D measured in mid-2008 does have … some predictive value for failure by end-year. The ‘option value’ of the bank safety net remains small except at the height … of the crisis and there is little indication of bank shareholders consciously using the safety net to shift risk onto …

alternative model to Basel framework is derived where systemic risk is taken into account in each bank's dynamic. This might be a … systemic risk. Moreover, bank regulation is considered in a two-scale level, either at the bank level or at the system … compute the capital ratio threshold per year for each bank and each country and we rank them according to their level of …

This Paper shows that bank closure policies suffer from a ‘too-many-to-fail’ problem: when the number of bank failures … is large, the regulator finds it ex-post optimal to bail out some or all failed banks, whereas when the number of bank …-ante standpoint. We formalize this time-inconsistency of bank regulation. We also argue that by allowing banks to purchase failed …