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The aggregated leverage ratio and the detection of financial vulnerability : evidence from the United States and European countries

Ondo-Ndong, Sonia; Rigot, Sandra - In: Brussels economic review 54 (2011) 1, pp. 5-20

Persistent link: https://www.econbiz.de/10009517720

Do higher capital standards always reduce bank risk? : the impact of the Basel leverage ratio on the U.S. triparty repo market

Allahrakha, Meraj; Cetina, Jill; Munyan, Benjamin - In: Journal of financial intermediation 34 (2018), pp. 3-16

Persistent link: https://www.econbiz.de/10012114205

Operational risk is more systemic than you think : evidence from US bank holding companies

Berger, Allen N.; Curti, Filippo; Mihov, Atanas; … - In: Journal of banking & finance 143 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013533774

Size does matter, as well as sector activities : systemic risk sensitivities of financial firms in the U.S. and European stock markets

Madiès, Philippe; Mourey, Mathis; Taramasco, Ollivier - In: Finance : revue de l'Association Française de Finance 45 (2024) 3, pp. 114-159

Persistent link: https://www.econbiz.de/10015173855

CEO overconfidence and bank systemic risk : evidence from U.S. bank holding companies

Liu, Liang; Le, Hang; Thompson, Steve - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 2977-2996

Persistent link: https://www.econbiz.de/10013329844

Essays on systemic risk and stock market contagion

Wewel, Claudio Nicolai - 2014

This thesis consists out of three essays on systemic risk in the banking system and stock market contagion. The first essay (Trapp and Wewel, 2013, "Transatlantic systemic risk") investigates which type of systemic risk common shocks or contagion dominated in the US and European banking systems...

Persistent link: https://www.econbiz.de/10010336326

Why do U.S. banks contribute more to global systemic risk?

Bostandzic, Denefa; Weiß, Gregor - 2013

Persistent link: https://www.econbiz.de/10010196994

Governance, crash risk, and systemic risk : evidence from large US banks

Dewally, Michaël; Flaherty, Susan M. V.; Shao, Yingying - In: International journal of corporate governance : IJCG 5 (2014) 3/4, pp. 133-155

Persistent link: https://www.econbiz.de/10010470594

Measuring the capital shortfall of large U.S. banks

Jondeau, Eric; Khalilzadeh, Amir - 2018

We develop a methodology to measure the capital shortfall of commercial banks in a market downturn, which we call stressed expected loss (SEL). We simulate a market downturn as a negative shock on interest rate and credit market risk factors that reflect the banks' market-sensitive assets. We...

Persistent link: https://www.econbiz.de/10011877252

The contributions to systemic stress of financial interactions between the US and Europe

Gramlich, Dieter; Oet, Mikhail V.; Ong, Stephen J. - In: The European journal of finance 23 (2017) 10/12, pp. 1176-1196

Persistent link: https://www.econbiz.de/10011741483