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 …

Systemic risk now occupies centre stage in discussions of bank regulatory reform. Systemic risk is often seen as a …

, and the rest of the world. Controlling for global,region-specific, and industry effects, we construct coincident measures …

Systemic risk now occupies centre stage in discussions of bank regulatory reform. Systemic risk is often seen as a …

The use of macro stress tests to assess bank solvency has developed rapidly over the past few years. This development … top-down macro stress testing framework that is used regularly for forward-looking bank solvency assessments. This paper …

Der deutsche Bankensektor ist durch die internationale Finanzkrise schwer getroffen. Auf Deutschland und die im Februar …

around the world to ensure global competitiveness of banks. Using an agent-based model of the financial system, we find that … homogeneous or bank-based financial systems, the most effective regulatory policy to ensure financial stability depends on the …