We examine the impact of the U.S. withdrawal from the Paris Agreement on the relationship between climate risk and … systemic risk of U.S. global banks. We find that after 2017, investors stopped pricing climate risk into U.S. systemic risk … directly, consistent with domestic investors expecting climate risk deregulation. However, climate risk still indirectly …

The central problem for financial regulation is reducing systemic risk. Systemic risk is the risk that the failure of … paper addresses the five most important policies for dealing with systemic risk: the imposition of capital requirements, the … related limitations on bank size would not reduce systemic risk …

This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the … behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show … that bank capital has a positive influence on total risk. However, risk-based capital and capital buffer have a negative …

liquidity risk. In order to achieve these goals we fit a treatment effects model. In the first step the probability of obtaining … liquidity risk, posterior to the end of the program, has been measured. The results suggest that, on average, banks that … assets and risk-free assets over short term liabilities. Moreover, it has been found that banks that obtained at some point …

Using a unique bank-level dataset, we assess the impact of the Term Auction Facility program on bank liquidity risk … control for potential selection bias. On average, TAF banks exhibit higher ex ante levels of liquidity risk and they … drastically reduce funding liquidity risk in the periods after the rst time they received TAF funds. TAF banks show larger …

-2007), crisis (2008-2010), post-crisis (2011-2013) and normalcy (2014-2016). We find that risk metrics such as leverage and …

international subsidiary locations and risk of U.S. bank holding companies (BHCs). We find that U.S. BHCs are more likely to operate … risk and higher contribution to systemic risk. The quality of BHCs' internal controls and risk management play an important … role in these location choices and risk outcomes. Overall, our study suggests that U.S. banking organizations engage in …