bank headquarter locations in a cross-country comparison to investigate whether a decentralised geographical structure …

that differences in bank funding costs help explain the varying appetite of banks for relatively high-yielding (and hence …

protection selling in CDS, the effect being weaker when sovereign risk is high. Bank and country risk variables are mostly not … building a complete picture and understanding fully the economic drivers of the bank-sovereign nexus of risk. …

We analyze the impact of market liquidity on bank lending in the euro area for different segments over the period 2003 … liquidity has an asymmetric effect on bank lending: The negative impact of a reduction in liquidity is more significant than the … restricted first in times of impaired market liquidity. The bank-level data confirm the strong impact of market liquidity on bank …

CCyB, especially relative to countries where a bank regulator or the central bank has the authority to set the CCyB. While …

. Since the establishment of the Banking Union in 2014, the European Central Bank (ECB) can impose stricter regulations than … bank's contribution to systemic risk (SRISK) at the national and the euro-area level. Our research delivers three main …, an exploration of the drivers of systemic risk shows that a bank’s contribution to systemic risk is positively related to …

financial institutions. First, we establish that age, gender, and education jointly affect the variability of bank performance …