The euro area crisis was characterised by a negative feedback loop between banks and sovereigns. The paper aims to …

-post banks' distress – including the likelihood of a bank rescue, systematic risk and the intensity of recourse to central bank … models characteristics on risk is non-linear. The level of distress of the riskier banks is relatively more sensitive to … of the riskiest banks during crises are those aimed at regulating their funding structure, supporting some of the …

capturing the systemic dimensions of bank risk and tends to become stronger for the tail of the riskier banks. The majority of …

The Greek crisis has brought to light the strong nexus between the credit risks of European banks and their sovereign …

Introduction -- "Too Clubby to Fail": Wall Street Banks Win, Thrifts and Community Banks Lose -- Increased Risk Taking …