propose a new bank systemic risk measure to consider the two components of systemic risk: cross-sectional and time dimension …. The aim is to highlight the “time-space dynamics” of contagion, i.e., if the CDS spread of bank i depends on the CDS …. Moreover, we analyse the role of the European Central Bank in managing contagion risk. We find that monetary policy has been …

propose a new bank systemic risk measure to consider the two components of systemic risk: cross-sectional and time dimension …. The aim is to highlight the 'time-space dynamics' of contagion, i.e., if the CDS spread of bank i depends on the CDS …. Moreover, we analyse the role of the European Central Bank in managing contagion risk. We find that monetary policy has been …

and reduction of bank branches. The dataset is composed of European banks for the period 2011 to 2016. The methodology … for both the analyses. While the “Commercial bank” has a negative relationship with the variable of the Net Interest … Income and branches, the “Cooperative bank” has a positive impact. The cooperative banks have shown that they are able to …