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implications of these exposures for bank risk. Larger, more capital market affine, and less capitalised banks hold more sovereign … that riskiness of government bond holdings affects bank risk only since 2010.This confirms the existence of a nexus between … government debt and bank risk. …
Persistent link: https://www.econbiz.de/10011335366
granular effects: if markets are very concentrated in terms of the size distribution of banks, idiosyncratic shocks at the bank … of itself, and it may also influence concentration in banking and thus the impact of bank-specific shocks for the … micro-macro panel dataset. Our research has three main findings: First, bank-level shocks significantly impact on GDP …
Persistent link: https://www.econbiz.de/10010324294
banks with foreign affiliates for the years 2002-2011, we study bank internationalization before and during the crisis. Our …
Persistent link: https://www.econbiz.de/10010327590