This investigation exploits a newly built database, which merges the balance sheets data of Italian banks with data on the civil penalties inflicted by the main Italian Supervisory Authorities (i.e. Bank of Italy and Consob) in the last decade. This investigation evaluates the effect of the...

Our paper investigates Indonesia's systemically important banks (SIBs) using theoretical approaches-CoVaR, marginal expected shortfall (MES), and SRISK-to compare with the Basel guidelines as benchmark. We use Indonesian banks' market and supervisory data over the 2008-2019 period. The research...

Chapter 1. Prologue -- Chapter 2. Introduction and Course of the Investigation -- Chapter 3. Forms of Securities Lending and Repo -- Chapter 4. Strategies With Securities Lending and Repos -- Chapter 5. Summary and Outlook -- Chapter 6. Epilogue.