, associated with the equity-conversion and writedown CoCo bonds. By focusing on the costs as those stemming from the deviation … from absolute priority rule (DAPR), we derive the expressions for the CoCo bonds and show that both agency costs are …

Banks cannot be made fail-safe. But they can be made safe to fail, so that the failure of a bank need not disrupt the … amounts to a pre-pack reorganization of the bank that the resolution authority can implement over a weekend, if the bank … principal elements: (i) a recapitalization of the bank through the bail-in of investor instruments and (ii) the provision of …

Since increasing a bank's capital requirement to improve the stability of the financial system imposes costs upon the … bank, a regulator should ideally be able to prove beyond a reasonable doubt that banks classified as systemically risky …

Bank’s (2013) database covering various aspects of bank regulation. Using multiple explorative factor analysis, we …

impact of counterparty credit risk on bank capital regulatory requirements. We developed six scenarios of different interest …) and top 3 US banks (Bank of America, Citibank and JP Morgan). We conclude that i) the analyzed Czech banks report …

Building an unbalanced panel of United States (US) bank holding company (BHC) and commercial bank balance sheet data … management of such adjustments is dependent on the degree of bank capitalization. Further investigation through time …

impact of counterparty credit risk on bank capital regulatory requirements. We developed six scenarios of different interest … banka) and top 3 US banks (Bank of America, Citibank and JP Morgan). We conclude that i) the analyzed Czech banks report …

leverage faced tighter constraints in accessing bank credit after the COVID-19 outbreak in spring 2020. Specifically, SMEs with … Paycheck Protection Program (PPP), mitigated the adverse real effect stemming from bank credit constraints. …