CCPs; and the implications for bank, insurer and asset manager business models, in particular whether Brexit would act as a …

bank-level dataset to assess at a quarterly frequency how changes in the U.S. Federal funds rate (before the crisis) and … the existence of a potent global bank lending channel. In response to changes in U.S. monetary conditions, U.S. banks … strongly adjust their cross-border claims in both the pre and post-crisis period. However, we also find that U.S. bank …

Using a sample of 161 global banks in 23 countries, we examine the applicability of structural models and bank … fundamentals to price global bank credit risk. First, we find that variables predicted by structural models (leverage, volatility …, and risk-free rate) are significantly associated with bank CDS spreads. Second, some CAMELS indicators, including asset …

​Using a sample of 161 global banks in 23 countries, we examine the applicability of structural models and bank … fundamentals to price global bank credit risk. First, we find that variables predicted by structural models (leverage, volatility …, and risk-free rate) are significantly associated with bank CDS spreads. Second, some CAMELS indicators, including asset …

markets in civil law jurisdictions, such as Germany, France, and Italy have been relatively weak by comparison with common law …