risk premium that must go down if banks have more equity. It is thus incorrect to assume that the required return on equity … empirical support. We conclude that bank equity is not socially expensive, and that high leverage at the levels allowed, for … challenges are addressed, capital regulation can be a powerful tool for enhancing the role of banks in the economy. …

We apply text analysis to Twitter messages in Spanish to build a sentiment- based risk index for the financial sector … captures the impact of sources of financial stress not explicitly encompassed in quantitative risk measures. Finally, we show … that a shock in our Twitter sentiment index correlates positively with an increase in financial market risk, stock market …

We apply sentiment analysis to Twitter messages in Spanish to build a sentiment risk index for the financial sector in … that this novel index captures the impact of sources of financial stress not explicitly encompassed in quantitative risk … Twitter sentiment index correlates positively with an increase in financial market risk, stock market volatility, sovereign …

concerning the systemic risk, no standard methodologies have been set up to now. Even the new Basel 3 regulation has adopted a …In the field of risk management, scholars began to bring together the quantitative methodologies with the banking … pieces of the puzzle: defi nition of systemic risk, a set of coherent and useful measures, the computability of these …

. From both theoretical model and empirical analysis, we find that in analyzing the systemic risk posed by one financial …

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 …

submitted its report in 2013 and four of its members recorded dissenting notes. This paper examines the changes in regulation in …