This paper presents an analysis of the volatility connectedness of major bank stocks in the South East Asia (SEACEN … dynamic bank volatility network. The volatility connectedness increased substantially during the US financial crisis (from … connectedness to their counterparts in other countries of the region. Finally, we show that the region's bank volatility network …

whether the market over the past 14 years in fact has priced U.S. bank holding company bonds, credit default swaps, and equity …

control for macro economic factors and firm-specific credit risk and ignored funding costs at the bank holding company level …. We contribute to the literature by examining the various sources of funding for a variety of U.S. bank holding companies …

models of bank globalization that emphasize a competition channel for bank risk-taking …Using Bank for International Settlements (BIS) data on cross-border bank flows across 128 countries and over two … decades, we find that heightened bank flows are associated with improved financial stability in a recipient country's bank …

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. …

concordance with the Basel guidelines as applied by a bank supervisor. The findings show that SRISK produced a more consistent …