recourse to central bank finance is rather limited and does not affect the risk-taking behaviour of banks in a non … capitalised banks, a kind of "hidden moral suasion" or "home-biased" gambling for resurrection to actively push the sovereign-bank …

We develop a new identification strategy to evaluate the impact of the geographic expansion of bank holding company … (BHC) assets across U.S. metropolitan statistical areas (MSAs) on BHC risk. We find that the geographic expansion of bank …

sovereign debt exposures and the implications of sovereign exposures for bank risk. Our main findings are as follows. First … impact of sovereign bond holdings on bank risk. This result could indicate the widespread absence of marking-to-market for …

episodes of intensi fied (systemic) bank risk: specialization (capturing overexposures), differentiation (capturing indirect … nd that both individual and systemic bank risk decrease withspecialization. Indirect connectedness of banks is … particularly (and negatively) related to individual bank risk, whereas direct connectedness of banks is particularly (and …

factors. We account for interdependencies between sovereign and bank CDS spreads and we derive generalised impulse response … or country-specific bank index to other sovereign or bank CDSs between October 2009 and July 2012. Channels of …

of an individual bank. Our results show that cross-border banking decreases banks' risk, by lowering the insolvency risk …

Values at Risk. (iii) The relative marginal risk contribution depends on the bank in question and is between 0.05 and 0.62 …

in den Core- und Non-Core Staaten der Eurozone in der Anfangszeit der EWU. In den Teilstichproben nach der europäischen … that there is strong evidence for cointegrating relationships in the sovereign bond yields in core and non-core Eurozone …