different combinations of bank asset and funding sources and assess their impact on the mortgage crisis. We then estimate how … distinct strategies have affected bank profitability and risk before the crisis, and what impact they have put on the mortgage …

This paper investigates contagion between bank risk and sovereign risk in Europe over the period 2006-2011. Since this … period covers various stages of the banking and sovereign crisis, it offers a fertile ground to analyze bank/sovereign risk … explained by common factors, using CDS spreads at the bank and at the sovereign level. Moreover, we investigate the determinants …

This paper investigates contagion between bank and sovereign default risk in Europe over the period 2007–2012. We … common factors, using CDS spreads at the bank and at the sovereign level. Moreover, we investigate the determinants of … contagion by analyzing bank-specific as well as country-specific variables and their interaction. Using the EBA’s disclosure of …

This paper investigates contagion between bank risk and sovereign risk in Europe over the period 2006-2011. We define … factors, using CDS spreads at the bank and at the sovereign level. Moreover, we investigate the determinants of contagion by … analyzing bank-specific as well as country-specific variables and their interaction. We provide empirical evidence that various …

create dependency between bank leverage and risk. Using a large international sample of banks this paper estimates the short … and long run effects of corporate income taxes (CIT) on bank capital structure and portfolio risk accounting for their ….8-1.4 percentage points in bank leverage and a 2-7-percentage point reduction in the average risk-weight of assets. While the estimated …

point per annum. Economic output is mainly affected by an increase in bank lending spreads as banks pass a rise in bank … Tier 1 capital ratio) could increase bank lending spreads by about 50 basis points. The estimated effects on GDP growth …

political uncertainty influences a firm's cost of bank loans. We create a novel measurement of individual firm's exposure to …