the implications for financial stability, exploiting a bank-level dataset that covers about 11,000 banks in the U.S. and … Europe during 2001?09. The results show that banks with weaker structural liquidity and higher leverage in the pre …-section, the smaller domestically-oriented banks were relatively more vulnerable to liquidity risk, while the large cross …

. Using data from the syndicated loan market, we exploit variation in banks’ reliance on wholesale funding and their … bank credit. We find that banks with strong balance sheets were better able to maintain lending during the crisis. In … particular, banks that were ex-ante more dependent on market funding and had lower structural liquidity reduced the supply of …

We update the widely used banking crises database by Laeven and Valencia (2008, 2010) with new information on recent … banking, currency, and sovereign debt crises during the period 1970-2011. The data show some striking differences in policy …

College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform …On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame … Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial …

theoretical and empirical explanations of four types of financial crises—currency crises, sudden stops, debt crises, and banking …

this paper we examine the ability of connectedness in the global network of financial linkages to predict systemic banking …' connectedness are associated with a higher probability of banking crises after controlling for macroeconomic fundamentals. …