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 …

, however, the bank can readjust the level of risk after the deposit rate is contracted, market discipline leads to an increase …

Internal Ratings-Based approach affects the bank loan pricing mechanism, by developing a multiperiod risk-adjusted pricing … provides an immediate support for bank managers in making a loan price-related decision …

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 …