regulation, recovery and resolution, and risk culture. …

In attempting to promote bank stability, the Basel Committee on Banking Supervision (2006) provides a framework that … seeks to control the amount of tail risk that large banks take in their trading books. However, banks around the world … whether the Basel framework allows banks to take substantive tail risk in their trading books without a capital requirement …

In this paper, we analyze the impact of banks' non-interest income share on risk in the German banking sector for the … on risk significantly differs depending on banks' overall business model. More specifically, we show banks with retail …-interest income. Furthermore, they indicate that the impact of non-interest income on risk significantly depends on the activities …

In this paper, we analyze the impact of loan growth and business model on bank risk in 15 EU countries. In contrast to …, decreases with bank size possibly because large banks are more active in volatile trading and off-balance sheet activities such …

model outperforms multivariate models and seems to be best suited to analyse and forecast the behaviour of the euro …

multiple technology regimes and group membership probabilities. The latter are conditioned on six bank traits of German banks … specific cost parameters to measure competition with Lerner indices. Large, national universal banks and the smallest, most … specialized banks exhibit the lowest level of competition. In turn, medium sized universal banks are both efficient and exhibit …

different risk preferences and measure efficiency with a structural model based on utility maximization. Using the almost ideal … demand system, we estimate input and profit demand functions to obtain proxies for expected return and risk. Efficiency is … then measured in this risk-return space. Mean risk-return efficiency is somewhat higher than cost and considerably higher …

macroeconometric model of the Bundesbank for Germany. Forecast intervals that integrate judgement on risk and uncertainty are obtained. …This paper discusses methods to quantify risk and uncertainty in macroeconomic forecasts. Both, parametric and non …