-level financial cycle measurement and early warning methods, and (iii) the ECB stress testing framework for macroprudential purposes. …

. In this paper, we use data on bank-firm credit relationships in Japan and conduct a horse race between different network …

the banking sector. Further, the credit crisis has significantly increased the probability of a bank or property firm …

, our data from a very large US bank show that this bank could suffer, on average, more than four major losses a year. This … bank had seven losses exceeding hundreds of millions of dollars over its 52 documented losses of more than $1 million … characteristic exponent is 0.95 ≤ ≤ 1) shows that this bank can fear extreme operational losses ranging from $1 billion to $11 …

actual observation of tail risk events. Interestingly, we find that estimated tail risk exposures for U.S. Bank Holding …

. First, Bank of America, JP Morgan and Wells Fargo are consistently in the top 10 throughout the sample. Citigroup and Lehman …

volumes. Although this profile may raise some concerns regarding reputational risks for the central bank and consumer …