Podpiera, Jiri; Weill, Laurent - In: Czech Journal of Economics and Finance (Finance a uver) 60 (2010) 4, pp. 294-306
use the portfolio approach to assess the optimal risk-return combination of a bank’s portfolio, based on data for 32 … exhaustive sample of Czech banks for the period January 2005–February 2008. They observe an average excess of risk-taking of 33 …In this paper the authors propose a new approach to the assessment of excessive risk-taking by a banking sector. They …