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European bank stress test and sovereign exposures

Gerhardt, Maria; Vander Vennet, Rudi - In: Applied economics letters 24 (2017) 13/15, pp. 972-976

Persistent link: https://www.econbiz.de/10011715398

Determinants of European Banks' default risk

Soenen, Nicolas; Vander Vennet, Rudi - 2021

Persistent link: https://www.econbiz.de/10013166948

ECB monetary policy and bank default risk

Soenen, Nicolas; Vander Vennet, Rudi - In: Journal of international money and finance 122 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013433381

ECB monetary policy and the term structure of bank default risk

Beernaert, Tom; Soenen, Nicolas; Vander Vennet, Rudi - 2022

Persistent link: https://www.econbiz.de/10013410876

Determinants of European banks' default risk

Soenen, Nicolas; Vander Vennet, Rudi - In: Finance research letters 47 (2022) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10013457304

Determinants of European Banks' Default Risk

Soenen, Nicolas; Vander Vennet, Rudi - 2021

Using bank CDS spreads, we examine three types of determinants of Euro Area bank default risk in the period 2008 …-2019: bank characteristics related to new regulation, the bank-sovereign nexus and the monetary policy stance. We find that Basel … significantly to lower CDS spreads. We confirm the persistence of the bank-sovereign interconnectedness and find that sovereign …

Persistent link: https://www.econbiz.de/10013313279