The paper is an investigation on the impact of financial markets on the volatility of the green bonds credit risk … detail, we highlight that the gamma in the two Exponential models is positive: so, the "green" credit risk volatility is more … of our knowledge this is the first study that analyzes the specific credit risk component of the green bond yields: we …

The paper sought to explore the role of bank capital in mitigating credit risk and promoting financial stability. To … credit risk and financial stability. Overall, financial stability index long-term trend shows banks remain resilient, despite … the downward trend from 2011 and instability margins since 2016. The findings also reveal that bank capital, lowers credit …

The purpose of this paper is to investigate the main drivers of the change in the credit risk provisions at a portfolio … variables. Our results show that, although EBA variables explain most part of credit risk provisions, we obtain evidence about …/substitution effects of both bank- and portfolio-level variables with the characteristics of the banking sector when explaining credit risk …