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This paper presents a methodology to calculate the Systemic Risk Ranking of financial institutions in the European banking sector using publicly available information. The proposed model makes use of the network structure of financial institutions by including the stock return series of all...
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We analyze the impact of efficiency on bank risk. We also consider whether bank capital has an effect on this … supporting the bad management and efficiency version of the moral hazard hypotheses. In contrast, bank efficiency improvements … contribute to shore up bank capital levels. Our findings suggest that banks lagging behind in their efficiency levels might …
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should more closely match the risk characteristics of loans and deposits. For the euro area, imputed bank output is, on …
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