international bank holding companies as well as to four regional bank sub-samples. Our empirical results show that the ESS … systemic risk contributions to the ESS-indicator as a measure for a bank's systemic importance. By applying a systemic risk …

for other banks. As an empirical exercise, we apply this model to the French banking system. Relying on data on bank …

across banks. Second, we find that systemic risk contributions are closely related to certain bank characteristic variables …

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 …

This paper examines the impact of bank opacity on European financial stability. Based on a panel dataset of capital … market-oriented European banks covering the period 2002-2018, it can be shown that bank opacity has a significant influence … mitigation of bank opacity and reducing systemic risk. Both the risk reporting in accordance with IFRS 7 and the measures …

systemic risk contributions of individual banks and find that these are mainly determined by the bank size. Depending on the …