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of the crisis. The obtained results demonstrate that off-balance-sheet leverage largely contributes to both total bank … suggest that it is crucial for bank managers to carefully look at different measures of performance from a microperspective … by bank regulators under Basel III. Nonetheless, for bank managers to act in a prudent manner, a risk-based remuneration …
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We analyze the emergence of systemic risk in a network model of interconnected bank balance sheets. The model … bank's individual contribution to systemic risk diverges from the optimal macroprudential capitalization of the banks from …
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Japanese banking crisis. By leveraging a unique dataset merging firm-level financial statements and bank balance sheets, the …
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This paper analyzes the effect of bank recapitalizations on lending, funding and asset quality of European banks …
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Russian banks have been strongly influenced by the worldwide financial crisis which started in the second half of 2008. This was caused by a combination of domestic, regional and international factors. We estimate an early warning model for the Russian crisis. We identified 47 Russian banks...
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bank lending and risk-taking channels of monetary policy by exploiting – Italian's unique – credit and security registers …
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