importance of the different risks (e.g., liquidity, currency, and interest rate risks). Regarding the assessment of the soundness …

1) Are Italian mutual banks efficient? Evidence from two different cost frontier techniques, by Juan Sergio Lopez …, Alessandra Appenini, and Stefania P.S. Rossi. The aim of the first paper is to analyze the efficiency of co-operative banks in … small financial institutions that used to operate in a more protected environment. Based on a panel of about 450 banks …

This essay discusses the corporate governance of banks. Bank managers must balance competing demands from shareholders … and regulators, which distinguishes banks from most other firms. The essay is structured into three parts. The theoretical …

To protect retail investors from the bail-in rule, we propose that banks should issue subordinated "contractual bail … estimates of the amounts of contractual bail-in instruments that European banks should issue in order to reach the 8% target …

Banks in the Czech Republic maintain their regulatory capital ratios well above the level required by their regulator … stemming from capital buffers and Pillar 2 add-ons on the capital ratios of banks holding such extra capital. The results … provide evidence that banks shrink their capital surplus in response to higher capital requirements. A substantial portion of …

This paper studies the extent to which monetary policy may affect banks' perception of credit risk and the way banks … indicators on banks' risk weights for credit risk. We present robust evidence of the existence of the risk-taking channel in the … possible side-effects of monetary policy on how banks measure risk. …

the literature, we include a large number of unlisted banks in our sample which represent the majority of banks in the EU …. We show that banks with high rates of loan growth are more risky. Moreover, we find that banks will become more stable if …, decreases with bank size possibly because large banks are more active in volatile trading and off-balance sheet activities such …

banks using a non-parametric Monte Carlo re-sampling method following Carey [1998]. Our results are based on a panel data … set containing both loan and internal rating data from the banks' complete business loan portfolios over the period 1997 … businesses in the sample is rated by both banks, we can generate loss distributions for SME, retail and corporate credit …