the sovereign risk is sufficiently high, low-capital banks reduce private lending to further increase their holdings of …

excess liquidity and bank risk-taking as well as explores its stronger impact in countries severely affected by the 2008 … bank risk-taking. The study also finds that the attenuating effect of EPU on the relationship between excess liquidity and … bank risk-taking is stronger in countries that were most severely affected by the GFC. It argues that the mechanisms by …

What is the impact of policy interventions on the systemic risk of banks? To answer this question, we analyze a …-affected European banks between 2005 and 2014. We find a positive and significant association of 'guarantees' with systemic risk, which … different for large banks. 'Liquidity injections' are similarly positively linked with systemic risk, but the long run effect is …

In order to address the risk of systemic crises it is of paramount importance to have advance information about banks … actual observation of tail risk events. Interestingly, we find that estimated tail risk exposures for U.S. Bank Holding … actually more crisis prone. We also study the determinants of banks' tail risk exposures and find that their key drivers are …

This study explores whether and how bank characteristics affect general risk-taking and tail risk of Too … contagion risk to the real economy. Regulations designed to limit tail risk, such as raising core capital, do not lower banks …’ general risk-taking, especially for TBTF banks. Furthermore, after the Global Financial Crisis, tail risk becomes more …

This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the … behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show … that bank capital has a positive influence on total risk. However, risk-based capital and capital buffer have a negative …