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 …

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

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 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 …

(measured as a bank's liabilities divided by national GDP) are linked to banks displaying higher tail risk. This effect is not … entirely due to risk channels that disproportionately expose relatively large banks to systematic tail risks, sovereign risks …, or banking crises. Instead, we detect a persistent component in the tail risk of relatively large banks that is bank …

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 …

from underwriting insurance policies affects insurers' risk taking behavior in their portfolio investments. We find that …This study empirically examines, in the setting of insurance companies, the hypothesis that investors facing more … operating risk may behave as if they were more risk averse in investment decisions. Specifically, we study how operating risk …