Pei-Ling Lee; Chun Teck Lye; Lee, Chin - In: Central Bank review / Central Bank of the Republic of Turkey 22 (2022) 3, pp. 109-117
The paper aims to analyze the effect of bank risk appetite on banks' default probabilities during the year of COVID-19 … portfolio and therefore demonstrating a higher default propensity. Bank risk appetite, ESG, asset quality, economic growth, and … currency depreciation appear to be material drivers for bank risk. We find that a lower risk appetite ratio (corresponding to …