This paper studies the impact of cyclical systemic risk on future bank profitability for a large representative panel … reductions in bank capital, our method can be used to quantify the level of “Bank capital-at-risk” for a given banking system … risk predict large drops in the average bank-level return on assets (ROA) with a lead time of 3-5 years. Based on quantile …

European banks. In this paper, we evaluate the possible effects of these constraints on risk and diversification in the … analysis. We then analyse the risk and diversification in the sovereign bond portfolios of the largest European banks and … country. Finally, we evaluate the effect of diversification requirements on the tail risk of sovereign bond portfolios. Under …

monetary policies on market-based measures of expected bank profitability and credit risk, by employing an event study analysis …We analyse the impact of standard and non-standard monetary policy measures on bank profitability. For empirical … profitability are asymmetrically affected by accommodative monetary conditions, with a positive impact on loan loss provisions and …

We analyze the impact of efficiency on bank risk. We also consider whether bank capital has an effect on this … relationship. We model the inter-temporal relationships among efficiency, capital and risk for a large sample of commercial banks … expect higher risk and subdued capital positions in the near future …

This paper addresses the trade-off between additional loss-absorbing capacity and potentially higher bank risk … increase their risk-taking. This increase in risk-taking however, should be more than outweighed by the benefits of higher …

and the 2010-2012 European sovereign crisis. This effect is attenuated for banks with lower credit risk, sounder capital …

European banks. In this paper, we evaluate the possible effects of these constraints on risk and diversification in the … analysis. We then analyse the risk and diversification in the sovereign bond portfolios of the largest European banks and … country. Finally, we evaluate the effect of diversification requirements on the tail risk of sovereign bond portfolios. Under …

corresponding risk-taking, the ensuing effect on their profitability and the respective publication effect. Exploiting the …