We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …

), our approach estimates bank asset holdings at higher frequencies which allows us to derive precise estimates of (i …

to a statistically significant and negative impact on the real economy. This impact increases with the size of the bank … the stringency of regulatory standards should vary with bank size, and support the idea that the largest banks should be …

results highlight the importance of the starting level of bank capital, bank asset quality, and banks' adjustments for the …

This paper presents an analysis of the volatility connectedness of major bank stocks in the South East Asia (SEACEN … dynamic bank volatility network. The volatility connectedness increased substantially during the US financial crisis (from … important banks (GSIBs) from the U.S. and Europe generate substantial volatility connectedness to SEACEN banks. We also identify …

This paper examines the impact of bank heterogeneity on the assessment of systemic risk in the context of the German …' heterogeneity and to signal systemic risk reliably regardless of different bank types’ individual characteristics. For the … assessment, currently employed systemic risk indicators are applied to bank-type-specific data for six different bank types from …

This paper studies the relation between bank herding and financial system stability. I develop a set of bank … relation between bank herding and systemic risk contribution. I find that for large banks, asset herding is associated with … between bank herding and systemic risk contribution …

In this paper, we use three measures that arguably capture two dimensions of “bank systemic risk”, namely, (1) bank … funding maturity and (2) bank asset commonality, to empirically test whether bank systemic risk has a positive effect on … corporate investment. We document that in a sample of publicly listed firms in the United States over the period 1991-2013, bank …

interlinkages among different bank holding corporations at different stages of business cycles. For this purpose, we use a dynamic …