market risk for bank equities in the case of an emerging market setting, Turkey. The analysis reveals that maturity … composition of a bank's loans, the share of trading income in a bank's overall revenue stream and its foreign-ownership structure … by investors as safer companies to invest in while increases in trading income as a source of bank's overall revenue …

analyzes the implications of the change from IAS 39 to IFRS 9 in the context of bank resilience. We shed light on two effects … bank resilience through lower capital levels. In the absence of archival data of IFRS 9 and their potential biases due to … the COVID-19 pandemic, we use the European bank stress test results as a natural experiment, in which all banks are …

a bank as a client can withdraw a deposit on notice while in reality deposits remain in a bank for a longer period; (ii …

relatively attractive rate of return and two embedded options: a customer's option to withdraw money at any time and a bank …

The limited success of bank supervision can be better understood by taking into consideration the country conditions … and market-based measures that are e ective in constraining bank risk. Comparing depositors' reaction in two countries …, the Russian Federation and Turkey, we nd di erentiated reaction by depositors to bank risks. In the Russian Federation …

Motivated by the regional bank crisis of 2023, we model the impact of interest rates on the liquidity risk of banks … valuable if depositors remain in the bank. This creates run incentives for uninsured depositors. We show that a run equilibrium … the bank. The liquidity risk of the bank thus increases with interest rates. We provide a formula for the bank's optimal …

Shocks to banks' ability to raise liquidity at short notice can lead to depositor panics, as evidenced by recent bank … failures. Why don't banks take a more active role in managing these risks? In a standard bank-run model, we show that risk … management failures are most prevalent when exposures are more severe and managing risk would be particularly valuable. Bank …