tests, asking do they add value to the information available in the bank capital ratios observed at the start of the stress … holding of domestic government bonds all require a bank-specific approach in the supervisory review and evaluation process …

We find evidence of a bank lending channel for the euro area operating via bank risk. Financial innovation and the new … ways to transfer credit risk have tended to diminish the informational content of standard bank balance-sheet indicators …. We show that bank risk conditions, as perceived by financial market investors, need to be considered, together with the …

This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that …

We exploit the 2007-2009 financial crisis to analyze how risk relates to bank business models. Institutions with higher …. Business models related to significantly reduced bank risk were characterized by a strong deposit base and greater income … risk. - Bank risk ; business models ; bank regulation ; financial crisis ; Basle III …