We propose a methodology for measuring the market-implied capital of banks by subtracting from the market value of … risk of banks with a low market capitalization. We argue that this adjusted measure of capital is the relevant market …-implied capital measure for policy makers. We propose an econometric model for the combined simulation of equity and CDS prices, which …

We develop a methodology to measure the capital shortfall of commercial banks in a market downturn, which we call … demonstrate that individual SEL predicts the loss of capital projected by banks in a severely adverse scenario and that aggregate …

China’s banking system has seen increasing convergence in exposures to different asset types. These concentrated …, we construct a bipartite financial network and design novel indicators to analyze the systemic risk of China’s banking … the most significant source of systemic vulnerability in China; (3) the derived contagion network shows the property of …

the sample of 16 listed banks from 2011 to 2020 in China, we find that economic policy uncertainty has a significantly …

crisis banks with higher capital, tangible equity, deposit, lower agency problem, and smaller boards performed well. The … banks that increased regulatory capital as per the policy prescription, relied more on deposit financing, and decreased … find that banks in countries with higher restrictions and higher tier I capital are less risky, while countries with …

.37 billion of fresh capital to meet our target 24% CAR of RWAs, Turkey's banking sector needs to come up with little over $32 … weaknesses under both Basel I & II. While proponents argue that higher capital ratios will help alleviate or eliminate the … exorbitant costs of crises, opponents fear that the stricter capital rules along with tighter liquidity may cause a contraction …

all times (during banking crises, market crises, and normal times). Second, capital enhances the performance of medium and … large banks primarily during banking crises. Additional tests explore channels through which capital generates the …This paper empirically examines how capital affects a bank's performance (survival and market share), and how this …

We evaluate the role of insider ownership in shaping banks' equity issuances in response to the global financial crisis …. We construct a unique dataset on the ownership structure of U.S. banks and their equity issuances and discover that … greater insider ownership leads to less equity issuances. Several tests are consistent with the view that bank insiders are …