contagion which can be used to calibrate bank-specific capital and liquidity requirements and large exposures limits. We find … non-linear function of the combination of network structures and bank-specific characteristics …

-induced losses when considering the network layers individually. In addition, a bank “systemic importance” measure based on the multi …

framework were more likely to require public support during the crisis. We instrument some characteristics of bank balance … sheets with these prudential indicators to investigate how they affect bank resilience. The share of non-interest income …

This paper addresses the trade-off between additional loss-absorbing capacity and potentially higher bank risk …

This paper uses a unique dataset where credit rejections experienced by euro area firms are matched with firm and bank … characteristics. This allows us to study simultaneously the role that bank and firm weakness had in the credit reduction observed in … strong determinants of credit rejections, in the crisis period bank weakness made it harder to obtain external finance for …