Banks typically determine their capital levels by separately analysing credit and interest rate risk, but the …

This paper describes the first thorough analysis of the interest risk of German banks on an individual bank level. We … develop a new method that is based on time series of accountingbased data to quantify the interest risk of banks and apply it … to analyze the German banking system. We find evidence that our model yields a significantly better fit of banks …

We use a unique dataset of German banks' exposure to interest rate risk to derive the following statements about their … income. Across banks, however, the earnings from term transformation do not seem to be a decisive factor for the interest …

This paper decomposes the explained part of the CDS spread changes of 31 listed euro area banks according to various …

-specific vulnerabilities contributing to the subsequent declines in banks' stock returns. We find that uninsured deposits, unrealized losses in … of liquid securities did not help mitigate the negative spillovers. Interestingly, banks whose stocks performed worse … rate hikes nor risks linked to bank size. While mid-sized banks experienced particular stress immediately after the SVB …

wake of the financial crisis of 2007/2008. We show that owner controlled banks had higher profits in the years before the … manager-controlled banks. The results are robust to controlling for a wide variety of bank specific, country specific … shareholders may not be socially optimal in banks. …

is particularly true with credit derivatives which are usually OTC contracts between banks as buyers and sellers of … banks? loan granting and deposit taking activities. …