find, contrary to the literature, that this increase in deposit insurance did not increase bank risk-taking, nor did it …

supervisory data on the quality of banks’ loan portfolio, we show that a similar portfolio of the lending and borrowing bank helps …

I develop a model to study two related questions: how bank decisions to form connections depend on fundamentals; and … how financial stability depends on bank network structure. In my model, banks are connected through two layers of networks …. Furthermore, I conduct numerical computations for bank default probabilities in a circle network and a more connected network. The …

Little is known about the location of bank risk, i.e., which investors in which countries hold bank-issued securities … like bonds and stocks. In this paper, we analyze the (re-)distribution of bank risk across asset classes (short- and long …-term debt, equity), across investor types and across geographic locations. We also differentiate bank holdings according to …

We investigate the effects of increased bond market transparency on the risk sensitivity of yield spreads for bank …

measure of risk to profitability in a bank's loan portfolio based on traditional portfolio theory. This measure is used to … examine the risk levels in the loan portfolios of merging bank holding companies (BHCs) and the change in risk that occurs in …