orientation, pressures on funding models and entity structures could affect the efficiency of capital flows through the bank …

This paper examines whether labor unions affect the bank performance during recently financial crisis. The empirical …

bank-level dataset to assess at a quarterly frequency how changes in the U.S. Federal funds rate (before the crisis) and … the existence of a potent global bank lending channel. In response to changes in U.S. monetary conditions, U.S. banks … strongly adjust their cross-border claims in both the pre and post-crisis period. However, we also find that U.S. bank …

Using a sample of 161 global banks in 23 countries, we examine the applicability of structural models and bank … fundamentals to price global bank credit risk. First, we find that variables predicted by structural models (leverage, volatility …, and risk-free rate) are significantly associated with bank CDS spreads. Second, some CAMELS indicators, including asset …

​Using a sample of 161 global banks in 23 countries, we examine the applicability of structural models and bank … fundamentals to price global bank credit risk. First, we find that variables predicted by structural models (leverage, volatility …, and risk-free rate) are significantly associated with bank CDS spreads. Second, some CAMELS indicators, including asset …

This paper examines the driving effect of economic policy uncertainty on bank systemic risk with a distinction between … systemic linkage and bank tail risk. Using bank-level data of 25 economies during the period 2010-2020, we find consistent and … robust evidence that policy uncertainty is negatively associated with bank tail risk but positively related to systemic …

This paper investigates the complementarity between the different macroprudential policies to contain bank systemic … vary depending on the set of tools implemented, as well as bank’ size, TBTF, leverage, liquidity and concentration. Our …