The elevated interconnectedness of the global financial system has resulted in an increased
frequency of financial crises, characterized by the swift transmission of turmoil between …

In this paper, we address a long-standing policy question of whether higher levels of
regulatory capital, ex-ante, makes banks risk-resilient in times of severe economic …

This study aims to investigate the tail risk dependence of individual banks in Asian emerging
markets. Using value at risk and conditional value at risk to measure tail risk and employing …

We study how banks use “regulatory adjustments” to inflate their regulatory capital ratios and
whether this depends on forbearance on the part of national authorities. Using the 2011 EBA …

We investigate whether a carrot approach, which provides benefits for regulatory
compliance rather than penalties for noncompliance, incentivizes banks to reach capital …

Although a few systemic risk management approaches have been proposed in the literature
and implemented in industry, such as stress test-based scenarios, the impact of such …

The purpose of the article is to assess the fluctuations of financial stress and to study the
resilience of the banking sector of Ukraine in the countercyclical events of the war. The study …

This paper examines the effects of regulatory capital on a bank's profitability and risk. We
employ annual data from Vietnamese commercial banks from 2005 to 2020 and use the …

Why do banks decide to reach their target capital ratio by selling assets and/or issuing new
shares? To answer this question, we offer a simple framework in which each channel of …

Buffers for systemically important institutions (SIIs) were designed to mitigate the risks posed
by these large and complex banks. With a panel data model for a sample of listed European …