studies conducted in eleven countries to explore liquidity risk transmission. Among the main results is, first, that … explanatory power of the empirical model is higher for domestic lending than for international lending. Second, how liquidity risk … affects bank lending depends on whether the banks are drawing on official-sector liquidity facilities. Third, liquidity …

heterogeneity in the balance sheet characteristics that affect banks' responses to liquidity risk. Overall, bank balance sheet … studies conducted in 11 countries to explore liquidity risk transmission. Among the main results is, first, that explanatory … power of the empirical model is higher for domestic lending than for international lending. Second, how liquidity risk …

bank's contribution to systemic risk (SRISK) at the national and the euro-area level. Our research delivers three main …, an exploration of the drivers of systemic risk shows that a bank's contribution to systemic risk is positively related to …. Since the establishment of the Banking Union in 2014, the European Central Bank (ECB) can impose stricter regulations than …

listed European banks to measure each bank's contribution to systemic risk (SRISK) at the national and at the Euro Area level … heterogeneity both across countries and banks. Second, we explore the drivers of systemic risk. A bank s contribution to systemic … risk increases in bank size, in bank profitability, and in the share of banks nonperforming loans. It decreases in the …

sovereign debt exposures and the implications of sovereign exposures for bank risk. Our main findings are as follows. First … impact of sovereign bond holdings on bank risk. This result could indicate the widespread absence of marking-to-market for …

Financial Stability: Global and European Perspectives, by Fabrizio Saccomanni 3) Foreign Bank Ownership: A Bonus or Threat for …

models, the measurement and indicators of systemic risk, macroprudential tools and their effectiveness; and to identify …

in liquidity risk may weigh against agency problems, monitoring costs, and systemic risk contributions arising from … sector reforms that were implemented in the past decade have thus aimed to reduce and to better manage the risk implications … of bank complexity. Yet, surprisingly little is known about changes in complexity across countries, its drivers, and its …

disciplines. In March 2019, the Bank for International Settlements (BIS) thus launched FRAME, a public, online and interactive …. One objective of post-crisis financial sector reforms has been to internalize systemic risk externalities through changes …

these costs. Bank levies attempt to internalize systemic risk and increase the costs of leverage. This paper evaluates the …Bank distress can have severe negative consequences for the stability of the financial system, the real economy, and … public finances. Regimes for restructuring and restoring banks financed by bank levies and fiscal backstops seek to reduce …