Accurate measurement of bank risk is a matter of considerable importance for bank regulation and supervision. Current … practices in most countries emphasize reliance on financial statement data for assessing banks’ risk. However, the possibility … of increased reliance on market-based risk indicators has been a topic for academic and regulatory debate for a long time …

where they are headquartered (territorial LSIs). We compare the performance of territorial LSIs across regions at low and … high ooding risk and test for the \core lending channel" hypothesis, whereby lending to the real economy is a catalyst of …

We investigate the extent to which various structural risks exacerbate the materialization of cyclical risk. We use a … role in explaining the severity of cyclical and credit risk materialization during financial cycle contractions. Among …

this adjustment seems to be delivered through changes in average risk weights. For this and other reasons, it is desirable … to regularly assess whether the evolution and current level of risk weights give rise to any risk of underestimating the …

scope has a negative impact on performance on average. However, we find that firms whose expansion keeps them closer to the …

performance in financial institutions and in financial regulation and supervision all over the world. The contributors to the … present volume look with critical eyes on financial theories, supervisory structures, (mis)pricing of risk and distorted … incentives, risk management models and procedures, conflicts of interest and bank strategies. Their perspectives are quite …