European banks are exposed to a substantial amount of risky sovereign debt. The "missing bank capital" resulting from …-weights. More bank capital as well as positive risk-weighting for sovereign exposures mitigates spillovers. …

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 …

factors. We account for interdependencies between sovereign and bank CDS spreads and we derive generalised impulse response … or country-specific bank index to other sovereign or bank CDSs between October 2009 and July 2012. Channels of …

the role of the bank rescues in igniting the sovereign debt crisis and reviews approaches to detect early warning signals …

domino effect. In this paper, we show an unprecedented increase in bank interconnectedness during the outburst of the COVID …-19 pandemic. We measure how extreme negative stock market returns for one bank spill over to all other banks within the …

effect. In this paper, we show an unprecedented increase in bank interconnectedness during the outbreak of the Covid-19 … pandemic. We measure how extreme negative stock market returns from one bank can spill over to the other banks within the …

range of real sectors is limited. Our results imply that regulators and supervisors should address international bank … dependencies arising from common risk factors, while recessions in real sectors due to bank defaults should be a secondary concern. …

network are analyzed with Machine Learning, obtaining as push and pull bank variables solvency and bank income structure …