We analyze the emergence of systemic risk in a network model of interconnected bank balance sheets. The model incorporates multiple sources of systemic risk, including size of financial institutions, direct exposure from ...

Research on interbank networks and systemic importance is starting to recognise that the web of exposures linking banks balance sheets is more complex than the single-layer-of-exposure approach. We use data on exposures ...

Departing from the principle of absolute priority, CoCo bonds are particularly exposed to bank losses despite not having ownership rights. This paper shows the link between adverse CoCo design and their yields, confirming ...

Moody's Analytics BankFocus is the definitive solution for analyzing banks. It's a new approach to global banking data, combining renowned content from Bureau van Dijk and Moody's Investors Service, with expertise from ...

The Statistical Data Warehouse is the ECB's online data delivery service for statistics. It is intended for a wide range of users of euro area statistics, ranging from one-time visitors searching for a specific most recent ...