different combinations of bank asset and funding sources and assess their impact on the mortgage crisis. We then estimate how … distinct strategies have affected bank profitability and risk before the crisis, and what impact they have put on the mortgage …

This paper investigates contagion between bank risk and sovereign risk in Europe over the period 2006-2011. Since this … period covers various stages of the banking and sovereign crisis, it offers a fertile ground to analyze bank/sovereign risk … explained by common factors, using CDS spreads at the bank and at the sovereign level. Moreover, we investigate the determinants …

This paper investigates contagion between bank and sovereign default risk in Europe over the period 2007–2012. We … common factors, using CDS spreads at the bank and at the sovereign level. Moreover, we investigate the determinants of … contagion by analyzing bank-specific as well as country-specific variables and their interaction. Using the EBA’s disclosure of …

This paper investigates contagion between bank risk and sovereign risk in Europe over the period 2006-2011. We define … factors, using CDS spreads at the bank and at the sovereign level. Moreover, we investigate the determinants of contagion by … analyzing bank-specific as well as country-specific variables and their interaction. We provide empirical evidence that various …

create dependency between bank leverage and risk. Using a large international sample of banks this paper estimates the short … and long run effects of corporate income taxes (CIT) on bank capital structure and portfolio risk accounting for their ….8-1.4 percentage points in bank leverage and a 2-7-percentage point reduction in the average risk-weight of assets. While the estimated …

In August 2007 the United Kingdom experienced its first bank run in over 140 years. Although Northern Rock was not a … particularly large bank (it was at the time ranked 7th in terms of assets) it was nevertheless a significant retail bank and a … outside the bank as depositors rushed to withdraw their deposits. There was always a fear that this could spark a systemic run …

during 1918?1938. The state intervened in bank sanitation twice during economic recessions in the early 1920s and 1930s. The … the internal organization of banks, compelled personal responsibility on the part of bank management, protected creditors …