sovereign debt exposures and the implications of sovereign exposures for bank risk. Our main findings are as follows. First … impact of sovereign bond holdings on bank risk. This result could indicate the widespread absence of marking-to-market for …

sovereign debt exposures and the implications of sovereign exposures for bank risk. Our main findings are as follows. First … impact of sovereign bond holdings on bank risk. This result could indicate the widespread absence of marking-to-market for …

more than one million securitized loans, we document an elusive risk-shifting response by EU banks in reaction to tighter … as a novel, elusive form of risk-shifting. …

sovereign debt exposures and the implications of sovereign exposures for bank risk. Our main findings are as follows. First … impact of sovereign bond holdings on bank risk. This result could indicate the widespread absence of marking-to-market for …

sovereign debt exposures and the implications of sovereign exposures for bank risk. Our main findings are as follows. First … impact of sovereign bond holdings on bank risk. This result could indicate the widespread absence of marking-to-market for …

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. …

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 …

-equations model that specifies the probability of a bailout and banks’ risk taking.We identify the effect of expected bailout … probabilities on risk taking using exclusion restrictions based on regional political, supervisor, and banking market traits. The …-2006. The marginal effect of risk with respect to bailout expectations is 7.2 basis points. A change of bailout expectations by …

-equations model that specifies the probability of a bailout and banks' risk taking.We identify the effect of expected bailout … probabilities on risk taking using exclusion restrictions based on regional political, supervisor, and banking market traits. The …-2006. The marginal effect of risk with respect to bailout expectations is 7.2 basis points. A change of bailout expectations by …