I test the market discipline of bank risk hypothesis by examining whether banks choose risk management policies that … of U.S. insured commercial banks over the 1995-2009 period, I document that the ratio of subordinated debt affects bank …

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 …

This paper presents a continuous-time bank capital structure model in which the bank's assets are subject to both … diffusion and tail risk. The latter causes uninsured deposits to be risky, as the bank's assets can jump below the threshold at … the credit spread on deposits when the bank is unregulated and of the endogenous deposit insurance premium when the bank …

have adverse effects on risk-shifting. Finally, in a bank with bail-inable debt, an increase in debt write-down increases …

I study the association between bank financial reporting opacity, measured by delayed expected loan loss recognition …, and the intervention decisions made by bank regulators. Examining U.S. commercial banks during the 2007-2009 financial … the extant literature on bank opacity, regulatory forbearance, and the consequences of loan loss provisioning by …

banking system, measured using CATFIN, and (2) individual bank contribution to overall risk in the banking system, measured …) and the impact of individual bank distress on system stability (ΔCoVaR) …

the LRR is no longer the binding capital constraint on them. If the LRR is lower than the average bank's IRB requirement …