Ivanov, Katerina; Schulte, James; Tian, Weidong; Tseng, … - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-24
, loss beta, in characterizing all too-big-to-fail banks using a capital insurance equilibrium. By constructing each bank … document all TBTF banks from 2002 to 2019. Our empirical findings suggest a significant number of too-big-to-fail banks in 2018-2019. …