This study investigated the impact of banking integration on recipient country bank default risk and, in particular … study found that banking integration lowers bank default risk in recipient countries. The foreign claims that Asian lenders …

This study investigated the impact of banking integration on recipient country bank default risk and, in particular … study found that banking integration lowers bank default risk in recipient countries. The foreign claims that Asian lenders …

We analyze a variant of the Diamond-Dybvig (1983) model of banking in which savers can use a bank to invest in a risky … project operated by an entrepreneur. The savers can buy equity in the bank and save via deposits. The bank chooses to invest … in a safe asset or to fund the entrepreneur. The bank and the entrepreneur face limited liability and there is a …

Using a novel dataset on central bank interventions to financial institutions, we examine the impact of capital … compensation investors demand for being exposed to the risk of large correlated drops in bank stock prices. DCRP is calculated … using options that provide a hedge against large drops in the price of a bank index and its individual components. We find …

Bank leverage ratios have made an impressive and largely unopposed return; they are mostly used alongside risk …-weighted capital requirements. The reasons for this return are manifold, and they are not limited to the fact that bank equity levels … straightforward real estate loans. Bank leverage ratios are primarily seen as a microprudential measure that intends to increase bank …

Bank leverage ratios have made an impressive and largely unopposed return; they are mostly used alongside risk …-weighted capital requirements. The reasons for this return are manifold, and they are not limited to the fact that bank equity levels … straightforward real estate loans. Bank leverage ratios are primarily seen as a microprudential measure that intends to increase bank …