suggest insurance may not always have the intended effect of reducing firm risk because of unintended consequences or misuse …The use of bank-owned life insurance (BOLI) has more than tripled since 2001 and has caught the attention of the Office … of the Comptroller of the Currency. We find increases in BOLI lead to higher levels of liquidity risk, credit risk, and …

importance of insurance distribution in banks. Significant risk factors (statistically significant) which determine gross … is understood here as a change of gross written premiums obtained through banks in Poland. The group of risk factors … cooperation between banks and insurers as well as the specificity of insurance products distribution (also local) in the …

between these two approaches has enriched our understanding of systemic financial risk. After presenting a brief summary of … key terminology, we review models for leverage and endogenous risk dynamics. We then review the network aspects of … systemic risk, including models for the three main channels of contagion: counterparty loss, overlapping portfolios and funding …

We study the dependence between the downside risk of European banks and insurers. Since the downside risk of banks and … insurers differs, an interesting question from a supervisory point of view is the risk reduction that derives from … diversification within large banks and financial conglomerates. We discuss the limited value of the normal distribution based …

disclosure is conducive to bank stability. We find that bank deposits are sensitive to perceived bank performance. While banks … with strong fundamentals benefit from more precise disclosure, an opposing effect is present for solvent banks with weaker …

risk. In this model, banks face taxation, flotation costs of securities, and default costs and maximize shareholder value …We develop a dynamic model of banking to assess the effects of liquidity and leverage requirements on banks' insolvency …

This paper studies the extent to which monetary policy may affect banks' perception of credit risk and the way banks … indicators on banks' risk weights for credit risk. We present robust evidence of the existence of the risk-taking channel in the … possible side-effects of monetary policy on how banks measure risk. …

We apply text analysis to Twitter messages in Spanish to build a sentiment- based risk index for the financial sector … captures the impact of sources of financial stress not explicitly encompassed in quantitative risk measures. Finally, we show … that a shock in our Twitter sentiment index correlates positively with an increase in financial market risk, stock market …

lead to significant changes in the competitive environment should banks consider adding a granularity adjustment to the …

We apply sentiment analysis to Twitter messages in Spanish to build a sentiment risk index for the financial sector in … that this novel index captures the impact of sources of financial stress not explicitly encompassed in quantitative risk … Twitter sentiment index correlates positively with an increase in financial market risk, stock market volatility, sovereign …