predominantly by macroeconomic conditions and the strength of the sovereign and their institutional relationship with other ‘bank …

similar effect can be observed for other eurozone banks after the introduction of the European bank recovery and resolution …

transfers in the event of a bank's insolvency provides important economic benefits. However, only 11 EU Member States have so …

this paper, we use a regime-switching open-economy DSGE model with bank default and bank-government linkages to assess the …

. In this paper, we use a regime-switching open-economy DSGE model with bank default to assess the relative efficiency of … can complement each other and that EDIS can prevent bank runs under certain conditions. …

in the European bank market for unsecured debt. The different impact of the BRRD on bank bonds provides a quasi … based on the fact that (otherwise identical) bonds of a given bank maturing before 2016 are explicitly protected from BRRD … BRRD diminished bail-out expectations. Bank bonds subject to BRRD bail-in carry a 10 basis points bail-in premium in terms …

Using a large panel of US bank holding companies from 2001 to 2015, this study investigate how depositors respond to … the bank's discretionary behaviors. We document evidence of a higher deposit rates for banks that engage more in earnings … management, suggesting the evidence of market discipline. Depositors seem to monitor bank's discretionary behaviors at a lesser …

This study develops a multi-period structural model to value bank subordinated debt (subdebt) under different … risks, bank characteristics and regulatory policies affect subdebt prices and yield spreads. It finds that the … have the opposite effects. Also, subdebt spreads are less sensitive to bank risk when PCA is imposed than when capital …