“Too-Big-to-Fail” is a legitimate trepidation from a macro-prudential perspective of bank regulation. In addition to … simultaneous bank failure; (ii) assess the liability of individual financial institutions to the financial system; and, (iii … crisis that led to instances of heightened systemic risk. Furthermore, I evaluate the current themes in regulation, in order …

We model dynamic bank capital structure under three optimally-designed regulatory regimes dealing with potential …

a bank-level systemic risk indicator that can be decomposed into a bank's individual risk and its systemic linkage. To … proxy the strictness of a country's regulatory regime, we employ World Bank survey data …