This paper investigates the determinants of banking system fragility by underlining the impact of bank liberalization …

How do real interest rates affect financial fragility? We study this issue in a model in which bank borrowing is … subject to rollover risk. A bank's optimal borrowing trades off the benefit from investing additional funds into profitable … assets with the cost of greater risk of a run by bank creditors. Changes in the interest rate affect the price and amount of …

How do real interest rates affect financial fragility? We study this issue in a model in which bank borrowing is subject … to rollover risk. A bank’s optimal borrowing trades off the benefit from investing additional funds into profitable assets … with the cost of greater risk of a run by bank creditors. Changes in the interest rate affect the price and amount of …

This paper presents a new mechanism through which the geography of bank deposits increases financial fragility. We … document the within-bank geographic concentration of deposits -- 30% of bank deposits are concentrated in a single county. We … combine this within-bank geographic concentration of deposits with local natural-disaster-induced property damages to …

Using administrative data on deposits and loans of every Norwegian with every Norwegian bank, we show that an existing … deposit account makes a household more likely to hold deposits at the same bank later despite better alternatives and more …

This study reviews the existing literature on the determinants of bank-level deposit volatility and is the first to …, bank equity capitalization and funding risk that are identified as further determinants. Besides mapping avenues for future … research, the findings are relevant for bank management since they may help to improve efficiency of risk management routines …

countercyclical bank capital buffers …

the funding liquidity of liabilities, for 2882 bank holding companies over 2002 to 2014. The aggregate LMI decreases from … system in early 2007. Moreover, LMI predicts a bank's stock market crash probability and borrowing decisions from the … government during the financial crisis. The LMI is therefore informative about both individual bank liquidity and the liquidity …

targeting bank management and, to a lesser extent, penalties mitigate moral hazard. Weak interventions, such as warnings, do not …