financial stability. For example: What role do large banks play in systemic risk? How should capital adequacy standards … direct spillovers from one bank to another: liquidity hoarding, asset price contagion, and the propagation of defaults via … counterparty credit risk. Importantly, we also introduce a mechanism for capturing how swings in ‘confidence' in the system may …

significantly influencing the risk-taking attitudes of bank managers. Particularly, we intend to substantiate the theory that banks … bank managers showing an unreasonable risk-taking behavior. In a first stage, we rely on a theoretical model explaining … choosing the optimal portfolio of risky assets. These factors cover the ability to control bank managers, the risk pooling …

important banks (SIBs). Its purpose is to examine consequences that follow for risk choices of SIBs, as well as for Germany … to offset risk reductions achieved on the micro level. …

the crisis. Furthermore, it applies recent banking theory to openend real estate funds in order to understand why the open …

establish a strong regulatory framework to prevent liquidity shortages of retail funds. -- Liquidity risk ; financial fragility … ; bank run ; mutual funds ; fund flows ; net redemptions of fund shares ; fund performance ; fund industry ; risk sharing …

information about liquidity risk. … discussion of the actual implications for liquidity. In this paper, we provide an approximation of the liquidity development in …