) on bank capital, risk, and performance. We find that high risk weighted asset ratios tend to attract supervisory … intervention. Sanctions whose cause lies at the core of bank safety and soundness curtail the risk-weighted asset ratio, but … amplify the risk of insolvency and returns volatility, which implies that these sanctions do not improve the risk profile of …

This paper investigates contagion between bank risk and sovereign risk in Europe over the period 2006-2011. We define … exposures of banks. We find that banks with a weak capital and/or funding position are particularly vulnerable to risk …

Does better corporate governance unambiguously improve the risk/return efficiency of banks? Or does either a re … reinforcing effects? The authors relate bank efficiency to shortfalls from a stochastic risk/return frontier. They analyze how … corporate governance mechanisms have been able to improve risk/return efficiency when the economic, regulatory, and supervisory …

by introducing a market-based capital measurement that better captures the dynamics of bank risk and returns. Evidence … confirms that these market-based capital adequacy metrics are much more sensitive to risk factors and more responsive to …

This paper investigates contagion between bank and sovereign default risk in Europe over the period 2007–2012. We … less traditional banking activities are particularly vulnerable to risk spillovers. At the country level, the debt ratio is …

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 … vulnerable to risk spillovers. At the country level, the debt ratio is the most important driver of contagion. …

First externalities risk due to the size of the companies or the principle that large companies are also at risk of … for savers and investors are taken. If we accept-so conservatively that the risk exposure of a company is limited by its … risk foreseeable losses with positive externalities, then, what can happen with negative derivatives risk capital …

assistance on bank risk taking. Bailed-out banks initiate riskier loans and shift assets toward riskier securities after … receiving government support. However, this shift in risk occurs mostly within the same asset class and, therefore, remains … appear safer according to regulatory ratios, but show an increase in volatility and default risk. These findings are robust …

preferred to stay traditional banks? How the models chosen by banks translated into their risk-return profiles? And finally … in trading and do not diversify. Therefore, the most “optimal” from risk-return profile seems to be the “balanced” model …