In this study we disentangle two dimensions of banks' systemic risk: the level of bank tail risk and the linkage … between a bank's tail risk and severe shocks in the financial system. We employ a measure of the systemic risk of financial … bank characteristics are related to bank tail risk and systemic linkage. The interrelationship between bank characteristics …

Through the compulsory participation of junior investors in bearing losses of their failing bank, the bailin attempts … to limit bail-outs' side-effects in terms of market discipline, too-big-to-fail, bank-sovereign nexus and risk …-in effects on bank resilience appear mixed. While it incentivises banks to reduce risk-taking (e.g., increasing risk …

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 …

literature. This paper seeks to study the determinants of bank asset quality and profitability using panel data techniques and … contrary to the general perception. Similarly, with regard to rural bank branches, the results reveal that aversion to rural …

We analyze whether variation in systemic risk in the banking system (also known as “bank systemic risk”) can explain … period 1990–2013, bank systemic risk is positively associated with the corporate investment, after controlling for a large … financial crisis of 2007 and that the effect becomes negative after 2007. We show that the influence of bank systemic risk on …