market is endogenously formed. Bank assets are hit by idiosyncratic shocks drawn from a thin tailed distribution. The uneven … to be heavily indebted to other banks, their liquidation can trigger other bank failures. We find that the distribution …

Using count data on the number of bank failures in US states during the 1960 to 2006 period, this paper endeavors to … establish how far sources of economic risk (recessions, high interest rates, inflation) or differences in solvency and branching … regulation can explain some of the fragility in banking. Assuming that variables are predetermined, lagged values provide …

macroprudential perspective of bank regulation …This paper extends the approach of measuring and stress-testing the systemic risk of a banking sector in Huang, Zhou …, and Zhu (2009) to identifying various sources of financial instability and to allocating systemic risk to individual …

Conventional wisdom in banking argues that diversification tends to reduce bank risk and improve performance, but the … recent financial crisis suggests that aggressive diversification strategies may have resulted in increased risk taking and … diversification strategies and the risk-return tradeoff in banking. Our data set covers Russian banks during the 1999-2006 period and …

This study examines structural shifts in the market for bank control resulting from the court decision of Northeast … Bancorp, Inc., et al. v. Board of Governors (1985), and analyze its impact on stock prices and risk incentives in affected … motivated by protectionist policies. We document large, positive reactions in the affected bank stock prices, and show that it …

shortfalls are measured relative to risk-weighted assets, the ranking of financial institutions is very different from the V …-Lab stress test, whereas when measured relative to total assets, the results are quite similar. We show that the risk measures … used in risk-weighted assets are cross-sectionally uncorrelated with market measures of risk as they do not account for the …

comparable to other countries’ exposures and relevant to financial supervision and regulation, calling for increased engagement … Untersuchungen anderer Länder vergleichbar und legen ein verstärktes Engagement der Finanzaufsicht und -regulierung bei der Bewertung …

needed how banks are governed and how bank governance is associated with performance and risk taking. This report deals with …, risk and efficiency. Compensation analyses show strong variation in compensation schemes between banks and bank divisions … Profitabilitäts-, Risiko- und Effizienzmaße auf. Im Hinblick auf die Bonusniveaus der Bankmitarbeiter zeigt sich eine hohe …

German banks experienced a merger wave throughout the 1990s. However, the success of bank mergers remains a continuous …