The determinants of default risk of banks in emerging economies have so far received inadequate attention in the … the economy. Public sector banks have shown significant performance in containing bad debts. Private banks have continued … banks, apart from other accepted determinants of profitability, asset size has no significant impact on profitability. …

We investigate liquidity shocks and shocks to fundamentals during financial crises at commercial banks, investment … banks, and hedge funds. Liquidity shock amplification models assume that widespread funding problems cause fire sales. We … find that most banks do not experience funding declines during crises. Banks that do face debt shortages circumvent fire …

dealing with large investor redemptions in the presence of liquidity mismatches. Their tools notwithstanding, bond OEFs had to …, broader fire sale dynamics could have been triggered. Regulation that takes a macroprudential perspective of the sector could …

outcome of the interaction between market liquidity risk, solvency risk, and the funding structure of banks. To assess the …We offer a multi-period systemic risk assessment framework with which to assess recent liquidity and capital regulatory … requirement proposals in a holistic way. Following Morris and Shin (2009), we introduce funding liquidity risk as an endogenous …

outcome of the interaction between market liquidity risk, solvency risk, and the funding structure of banks. To assess the …We offer a multi-period systemic risk assessment framework with which to assess recent liquidity and capital regulatory … requirement proposals in a holistic way. Following Morris and Shin (2009), we introduce funding liquidity risk as an endogenous …

policy and therefore ultimately the real economy. In particular, it facilitates banks' liquidity management. This paper aims … at extending the literature which views interbank markets as mutual liquidity insurance mechanism by taking into account … persistence of liquidity shocks. Following a theory of long-term interbank funding a financial system which is modeled as a micro …

issuer. This paper gives a thorough introduction to CoCos - the product, its use in capital regulation, the market and the …

on the role of banks for monetary transmissions. A bank-based corporate financing friction is introduced and the relative …

top 20 banks and 61.9% of the collaterals used in the European repo market are originated in the Eurozone. Especially, for … sample which was examined within this empirical analysis consists of 66 banks from 19 European countries. It will be shown … from the 5-year averages that European banks only complied on average with 54%, i.e. only slightly more than half of the …