dependencies arising from common risk factors, while recessions in real sectors due to bank defaults should be a secondary concern. …In this paper we study systemic risk for the US and Europe. We show that banks' exposures to common risk factors are … crucial for systemic risk. We come to this conclusion by first showing that relations between US and European banks are …

-specific variables. Data on regulation, supervision and monitoring variables, and activity restrictions are from the most recent Bank … Regulation and Supervision Survey database conducted by the World Bank, published 2012. Besides these we incorporate bank size … banks from 21 European Union countries for the post-crisis year 2010, controlling for bank-specific and country …

national liquidity requirements to proxy for banks' incentives to exploit this differential treatment of central bank eligible …We analyze the pledging behavior of Euro area banks during the introduction of the liquidity coverage ratio (LCR). The … LCR considers only a subset of central bank eligible assets and thereby offers banks an arbitrage opportunity to improve …

here primarily look at fiscal policy and sovereign risk perspectives, papers on the monetary policy and regulatory …

, an insight into how the ownership structure of a bank affects investment decisions, performance and ultimately insolvency … risk - the focus of this paper - is crucial. Our results show revenue diversification reduces insolvency risk in banks with … the impact of the latter on insolvency risk in banks. The results also have important policy implications for regulators …

meetings per year do matter to explain bank distress, giving credence to the extent of increasing supervision and regulation … as a key regulatory capital adequacy ratio in the Risk Management departments of European banks …

for complying with the NSFR liquidity requirement. The suggested approach, which is also flexible enough to be applied in …, is an optimum model of bank behaviour, in which a bank statically rearranges its observed balance sheet by maximizing its …

changed risk profiles and made cross-border contagion more likely. An important challenge for the EU is to manage systemic …

2019 Regulation (EU) 2019/2088 “on sustainability-related disclosures on the financial services sector” (SFDR) and … Regulation (EU) 2019/2089 “as regards EU Climate Transition Benchmarks, EU Paris-aligned Benchmarks and sustainability … Commission’s 2018 “Action Plan on Financing Sustainable Growth”, is Regulation (EU) 2020/852 “on the establishment of a framework …

worldwide political institutions to approve a more rigorous regulation on financial institutions and to predict financial crises … EU regulation on credit rating agencies and current Basel II enhancements. Finally we can determine that most regulatory …