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 …

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 …

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 …

We highlight the ex ante risk-shifting incentives faced by a bank's shareholders/managers when CoCos (contingent … shareholders will receive upon the CoCo's conversion under CoCo designs widely used in practice. Specifically we show that for …

perquisites that yield private benefits). The privately optimal level of bank leverage is neither too low nor too high: It … substitution induced at high levels of leverage. However, when correlated bank failures can impose significant social costs …, governments may have no option but to bail out bank creditors. Anticipation of this generates an equilibrium featuring systemic …

creating a "model bank" with a portfolio mirroring the average asset composition of internationally active large banks, as well …

CoCo bond into bank shares. In order to check the robustness of our findings, we consider different CoCo designs (write …The Liikanen Group proposes contingent convertible (CoCo) bonds as a potential mechanism to enhance financial stability … in the banking industry. Especially life insurance companies could serve as CoCo bond holders as they are already the …