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 …

firm incentives in a post-reform financial system. -- Financial regulatory reform ; corporate governance ; bank charter … ; bank insolvency …

contributes to the current debate on the optimal scope of bank activities, and highlights novel channels through which …

decrease a bank's incentive to take risk with its remaining ineligible assets. A greater capacity to respond to liquidity … stress increases the potential profits a bank would put at stake by making risky investments, but it also mitigates the … illiquidity disadvantages of holding risky assets. We then empirically estimate the effect of two liquidity regulations on bank …

We outline a variety of hypotheses regarding bank risk-taking behavior in a transition period prior to the …

international subsidiary locations and risk of U.S. bank holding companies (BHCs). We find that U.S. BHCs are more likely to operate …

The bail-in tool as implemented in the European bank resolution framework suffers from severe shortcomings. To some …-runnable long-term debt, even if investors are able to gauge the relevant risk of PSI in a bank’s failure correctly at the time of …

Our concern in this paper is two-fold: first to see whether the determinants of bank distress and failure have been any …-weighted counterparts as predictors, despite the focus on the later in the Basel framework. This paper examines bank distress within a large … predict bank failures and draw inferences about the stability of contributing bank characteristics. Our models incorporate …

, focusing on short-term gains but risking further losses if rates rose. Instead of hedging the market value risk of bank asset … fluctuations. More vulnerable banks were more likely to reclassify. Extending Jiang et al.'s (2023) solvency bank run model, we …