We analyze the emergence of systemic risk in a network model of interconnected bank balance sheets. The model … bank's individual contribution to systemic risk diverges from the optimal macroprudential capitalization of the banks from …

Japanese banking crisis. By leveraging a unique dataset merging firm-level financial statements and bank balance sheets, the …

This paper analyzes the effect of bank recapitalizations on lending, funding and asset quality of European banks …

bank issues covered bonds backed by a pool of assets that is bankruptcy remote and replenished following losses …. Encumbering assets allows a bank to raise cheap secured debt and expand profitable investment, but it also concentrates risk on …

Bank leverage ratios have made an impressive and largely unopposed return; they are mostly used alongside risk …-weighted capital requirements. The reasons for this return are manifold, and they are not limited to the fact that bank equity levels … straightforward real estate loans. Bank leverage ratios are primarily seen as a microprudential measure that intends to increase bank …

develops a methodology to detect problems at the individual bank level in an effort to identify those firms with financial … facilitate bank monitoring tasks, as well as some disaggregated subcomponents that are intended to display the relative …