provided early warning signals in the case study of Deutsche Bank in mid-2016. Using our measure, we demonstrate which bank …- and country-specific characteristics are related to bank systemic importance. We find higher systemic importance for banks … systemic importance of a bank …

international bank holding companies as well as to four regional bank sub-samples. Our empirical results show that the ESS … systemic risk contributions to the ESS-indicator as a measure for a bank's systemic importance. By applying a systemic risk …

explores three model-based measures of systemic importance and finds that bank size helps approximate each of them. A bank …

for authors to develop appropriate measurement techniques.Given the continuously changing nature of the financial system …, measurement tools have developed quickly to address diverse and progressively more complex aspects, thereby adding to the issue of … systemic risk approaches, from definition to a selection of measurement instruments.Valuable steps have been made towards …

component of a standard bank stress-testing model …