In August 2007 the United Kingdom experienced its first bank run in over 140 years. Although Northern Rock was not a … particularly large bank (it was at the time ranked 7th in terms of assets) it was nevertheless a significant retail bank and a … outside the bank as depositors rushed to withdraw their deposits. There was always a fear that this could spark a systemic run …

This paper investigates contagion between bank risk and sovereign risk in Europe over the period 2006-2011. Since this … period covers various stages of the banking and sovereign crisis, it offers a fertile ground to analyze bank/sovereign risk … explained by common factors, using CDS spreads at the bank and at the sovereign level. Moreover, we investigate the determinants …

es angesichts der weiter schwelenden Bankenkrise, zunächst einmal die Eckpfeiler der neuen Finanzmarktarchitektur …

We study the implications of the value at risk concept for the bank's optimum amount of equity capital under credit … managerial and market factors. Furthermore, the bank's equity and asset/liability management has to be addressed simultaneously … by bank managers. …

This paper analyzes the contagion effects associated with the failure of Silicon Valley Bank (SVB) and identifies bank … held-to-maturity securities, bank size, and cash holdings had a significant impact, while better-quality assets or holdings … rate hikes nor risks linked to bank size. While mid-sized banks experienced particular stress immediately after the SVB …

Under a new Basel capital accord, bank regulators might use quantitative measures when evaluating the eligibility of …

Using count data on the number of bank failures in US states during the 1960 to 2006 period, this paper endeavors to … instruments to absorb potential endogeneity between the number of bank failures and economic and regulatory conditions. Results … suggest that bank failures are not merely self-fulfilling prophecies but relate systematically to inflation as well as to …