Bank's (2013) database covering various aspects of bank regulation. Using multiple explorative factor analysis, we identify …

We propose a rigorous and flexible methodological framework to select and calibrate initial shocks to be used in bank … financial variables typically used in bank stress testing …

about a stable bank capital coverage ratio (in addition to output stabilization and the costs of crisis), optimal policy may …

inefficiencies, as the various distortions can offset each other. Empirical analysis using bank-level data from the recent crisis …

This study develops a multi-period structural model to value bank subordinated debt (subdebt) under different … risks, bank characteristics and regulatory policies affect subdebt prices and yield spreads. It finds that the … have the opposite effects. Also, subdebt spreads are less sensitive to bank risk when PCA is imposed than when capital …

institutions is firmly embedded in bank supervisory law and regulation. Most recently there has been intense discussion on the … purpose of (non-bank) corporations. Shareholder governance and stakeholder governance have been and still are the two … given way to stakeholder and, more particularly, creditor or debtholder governance, certainly in bank supervision and …

We characterize the optimal banking union with endogenous participation in a two-country economy in which domestic bank …. Bank bail-ins create disruption costs that are private information of domestic authorities. We find that when country … the fiscally stronger country, lead to more bailouts and forbearance in early bank intervention in that country, and may …

domestic bank failures may be contemporaneous to sovereign crises, giving rise to risk-sharing motives to mutualize bail …-out funding. Raising public funds to conduct bail-outs entails a deadweight loss. Bank bail-ins create disruption costs. The … requires a reduced contribution by this country, which increases the likelihood of bailing out its failing bank …

. The regulator observes depositors' withdrawals at the bank level and needs to decide on how many withdrawals to tolerate … withdrawals until intervention, depositors endogenously react by preempting the regulator. They run on the bank more often ex ante …