In this paper, we use three measures that arguably capture two dimensions of “bank systemic risk”, namely, (1) bank … funding maturity and (2) bank asset commonality, to empirically test whether bank systemic risk has a positive effect on … corporate investment. We document that in a sample of publicly listed firms in the United States over the period 1991-2013, bank …

banking system risk. We apply statistical extreme value analysis to the tails of bank equity prices to estimate the likelihood …This paper proposes and evaluates several market-based measures for US and eurozone individual bank tail risk and … to global shocks ( extreme systematic risk). Moreover, the estimators presuppose that bank equity prices are heavy tailed …

.S. banking industry. We employ a frequency decomposition of volatility spillovers (connectedness) to assess system-wide risk … the public, long-term systemic risk among banks tends to increase. From the dynamic perspective, bank penalties represent … long-term. In this respect, bank penalties resemble still waters that run deep. In contrast, a settlement with regulatory …

.S. banking industry. We employ a frequency decomposition of volatility spillovers to draw conclusions about system-wide risk …

U.S. banks have increasingly diversified into activities traditionally considered as non-core for the banking sector … contributes to the current debate on the optimal scope of bank activities, and highlights novel channels through which …

We analyze the risk premium on bank bonds at origination with a special focus on the role of implicit and explicit …

control for macro economic factors and firm-specific credit risk and ignored funding costs at the bank holding company level …. We contribute to the literature by examining the various sources of funding for a variety of U.S. bank holding companies …

other balance sheet information. Using a sample of 95 U.S. bank holding companies from 2002 to 2011, we compare five …