variation in the data based on the theories of bank capital regulation. The results show that countries with high average …

variation in the data based on the theories of bank capital regulation. The results show that countries with high average …

We propose an econometric framework for estimating capital shortfalls of bank holding companies (BHCs) under pre …-specified macroeconomic scenarios. To capture the nonlinear dynamics of bank losses and revenues during periods of financial stress, we use a …

We study bank supervision by combining a theoretical model that distinguishes supervision from regulation and a novel … supervision and use the model to interpret the relationship between supervisory efforts and bank characteristics observed in the … proportionally with bank size, suggesting the presence of technological economies of scale in supervision. The data also show …

We measure bank supervision using the database of supervisory issues, known as matters requiring attention or immediate … a bank faces, which may suggest capacity constraints in addressing multiple supervisory issues. Using computational … and are less correlated with bank observables. By categorizing questions asked by analysts at banks' quarterly earnings …

targeting bank management and, to a lesser extent, penalties mitigate moral hazard. Weak interventions, such as warnings, do not …

macroprudential perspective of bank regulation …