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Sovereign exposures of European banks : it is not all doom

Lamers, Martien; Present, Thomas; Vander Vennet, Rudi - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-24

We investigate whether sovereign bond holdings of European banks are determined by a risk-return trade-off. Using data between 2011 and 2018 for 75 European banks, we confirm that banks exhibited risk-taking behavior during the sovereign debt crisis, e.g., due to moral suasion. In the period...

Persistent link: https://www.econbiz.de/10012821286

Bank risk capital and its effectiveness in selected euro area banking sectors

Pyka, Irena; Nocoń, Aleksandra - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-18

generate very high costs, but on the other hand it protects against insolvency. That’s why a bank needs to find the ‘Gold mean … study is identification of interdependencies between bank risk capital and effectiveness of the aggregated Eurozone banking … positive correlation between profitability and size of bank risk capital. To verify the hypothesis regression models were used …

Persistent link: https://www.econbiz.de/10012796224

Asset encumbrance and bank risk : first evidence from public disclosures in Europe

Banal-Estañol, Albert; Benito, Enrique; Khametshin, Dmitry - 2017

Persistent link: https://www.econbiz.de/10011715549

Capital structure and its determinants - a comparison of European top-rated CSR and other companies

Krištofík, Peter; Medzihorský, Juraj; Musa, Hussam - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-16

Corporate social responsibility (CSR), ethics, and sustainability have become an inseparable part of the discourse of modern business. Applying linear regression and comparison of intervals of beta-coefficients, we focused on the mediating role of CSR in the relations between capital structure...

Persistent link: https://www.econbiz.de/10013375126