risk management. This infrastructure should identify, measure, monitor and control the risks that the bank is exposed to …

since the financial crisis of 2007-08 to address weaknesses in bank risk culture. The paper suggests that shortcomings in …

This paper investigates the effectiveness of supervisory discipline on bank risk over the years immediately before … public. Access to this information allows a complete analysis of the effects of regulatory enforcement actions on bank … effective tool for slowing declines in a bank's capital ratios and informal actions were relatively less potent. Post …

I test the market discipline of bank risk hypothesis by examining whether banks choose risk management policies that … of U.S. insured commercial banks over the 1995-2009 period, I document that the ratio of subordinated debt affects bank …

This paper presents a continuous-time bank capital structure model in which the bank's assets are subject to both … diffusion and tail risk. The latter causes uninsured deposits to be risky, as the bank's assets can jump below the threshold at … the credit spread on deposits when the bank is unregulated and of the endogenous deposit insurance premium when the bank …

This study explores whether and how bank characteristics affect general risk-taking and tail risk of Too …

Bank holding companies (BHCs) can be complex organizations, conducting multiple lines of business through many distinct … legal entities and across a range of geographies. While such complexity raises the costs of bank resolution when …, liquidity management, and synergy improvements that reduce risk. The outcomes of such trade-offs may depend on bank governance …

Federal Reserve uses confidential models to evaluate bank-specific outcomes for bank-specific portfolios in shared stress … vulnerable to implicit misdirection of legitimate information to infer bank identity. We compare various notions of regression …, we argue for estimating and then discarding centered bank fixed effects as preferable to simply ignoring differences …