tests, asking do they add value to the information available in the bank capital ratios observed at the start of the stress … holding of domestic government bonds all require a bank-specific approach in the supervisory review and evaluation process …

A new argument for the Basel III leverage ratio requirement is proposed: the need to limit the risk of a bank run when … there is imperfect information on the value of a bank's assets. In addition to screening and monitoring borrowers, banks … risk of a disorderly bank run which can be exacerbated by imperfect information about the value of bank assets. It is shown …

the sovereign debt crisis. This paper investigates the impact of this announcement on bank share prices, bank CDS spreads … and sovereign CDS spreads. The main private beneficiaries were bank creditors, especially of banks heavily exposed to … CDS spreads. The combined gains of bank debt holders and shareholders exceed the increase in the value of their sovereign …