an econometric approach that addresses the endogeneity associated with governmental bailout decisions in identifying …, eventually, greater reliance on liquidity support from the European Central Bank …

equity ratio, loan quality and bank size are the main determinants of bank bailout involvement. However, the aided banks … sufficient to restore bank health …

. Einlagensicherung weiterhin aus. Allein die Verknüpfung der beiden inhaltlich keineswegs zwingend identischen Ziele hat in jüngerer Zeit … europaweite Organisation sowohl der Instituts- als auch der Einlagensicherung orientieren sollte. Es wird empirisch gestützt …

the role of the bank rescues in igniting the sovereign debt crisis and reviews approaches to detect early warning signals …

This paper proposes and evaluates several market-based measures for US and eurozone individual bank tail risk and … banking system risk. We apply statistical extreme value analysis to the tails of bank equity prices to estimate the likelihood … to global shocks ( extreme systematic risk). Moreover, the estimators presuppose that bank equity prices are heavy tailed …

We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …

The results of this paper provide empirical evidence that regulatory capital ratios drive bank Credit Default Swaps … weights than imposed as a percentage of Risk-Weighted Assets (RWAs) under Pillar 2. In other words, market discipline on bank …