bank market power is associated with lower insolvency risk and higher capital ratios. A deeper analysis however reveals …

the sub-region, whereas bank exposures may be affecting bank profits. …

; (4) a bank’s systemic importance/vulnerability depends on complex interaction between asset volume, leverage rate, and … contributes to more efficient and precise regulations. Moreover, we contribute a ranking framework to assess each bank’s systemic …

bank issues covered bonds backed by a pool of assets that is bankruptcy remote and replenished following losses …. Encumbering assets allows a bank to raise cheap secured debt and expand profitable investment, but it also concentrates risk on …

from the Central Bank of Spain and from the European Central Bank, the paper employs the ARDL approach to cointegration to … identify the existence of a long or short-run relationship between NPLs and a set of macroeconomic, bank-related and country …-specific indicators. Findings: Findings from the ARDL model indicate that macroeconomic, bank-specific variables and interest rates are …

We model bank management actions in severe stress test conditions using a game-theoretical framework. Banks update …

This paper examines the driving effect of economic policy uncertainty on bank systemic risk with a distinction between … systemic linkage and bank tail risk. Using bank-level data of 25 economies during the period 2010-2020, we find consistent and … robust evidence that policy uncertainty is negatively associated with bank tail risk but positively related to systemic …

are inversely related to the deposit ratio, bank size and the GDP growth rate. Taking economic downturns into … simulate the distributions of bank losses and financial system losses in Australia for future periods. In doing so, we quantify …