connectivity may destabilize the financial system via the bank-run channel. This is because it decreases the risk-sharing benefits … of interbank connectivity. A bank-run model features two islands that are connected via a long term debt claim. Varying … the size of this claim (interbank connectivity), I study how the decision to 'run on the bank' is affected. I run a …

hypothesis that both macroeconomic and bank-specific variables have an effect on loan quality and that these effects vary between …

performance ratios due to increased leverage imply increased solvency risk for banks. The effect of the liquidity ratio on bank … activity or recapitalizations are likely to adversely affect bank profitability during a stress period. Our findings provide …

to its significant contribution to the issue of a bank’s capital adequacy. In this paper we build macro models for the … default rates of Greek bank’s loan portfolios. Modeling is performed at two levels: First we use common techniques: regime …

credit risk management guidelines the country's central bank. The findings further show that use of Credit risk grading is …