the denominator of capital adequacy ratios. Our approach centres on modelling the internal risk structure of bank …

banking regulation in the world, precise requirements and scope were reformed and implemented in response to crises and global … the paradigm from partial improvements under financial liberalization regime to a world-wide regulation tightening on the … basis of close coordination between regulators and supervisors in the world. The role of the G-20’s Financial Stability …

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 …

This paper studies the effects of harmonizing collateral policy in a monetary union. In 2007, the European Central Bank …

This paper studies the effects of harmonizing collateral policy in a monetary union. In 2007, the European Central Bank …

The traditional model of bank-led financial intermediation, where banks issue demandable deposits to savers and make …% to 13%. Additionally, the share of loans as a percentage of bank assets has fallen from 70% to 55%. We develop a …, and changes in implicit subsidies and costs of bank activities can explain these shifts. Declines in securitization cost …

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