actual riskiness. We explore the effects of these regulatory privileges on the co-variation between sovereign and bank sector … credit risks–the so-called sovereign-bank nexus. Examining sovereign bond portfolios of large European banks between 2010 and … sovereign-bank nexus and thus serve as a reasonable starting point for the future regulatory treatment of sovereign debt …

adjustment model. Overall, consistent with the findings from the corporate finance literature, we find that bank capital … policy initiatives that aim to strengthen the bank capital regulation by introducing a minimum leverage ratio and by …

are badly taken into account in the current bank capital regulation framework. These results might help us to better …

We empirically investigate whether a bank's decision to recapitalize is influenced by the separation between voting and … cash-flow rights of the ultimate owner. We use a novel dataset on bank ultimate control and ownership structure of 442 … more pronounced if the ultimate owner is a family or a state, or if the bank is headquartered in a country with weak …

The crisis in Europe has underscored the vulnerability of European bank funding models compared to international peers …. This paper studies the drivers behind this fragility and examines the future of bank funding, primarily wholesale, in … possible policy options and bank actions to enhance European bank funding models' robustness …

This paper empirically investigates whether a bank's decision to adjust its capital is influenced by the existence of a … bank is headquartered in a country with relatively weak shareholder protection. Moreover, this behavior is tempered during …