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The relevance of financial and economic factors for determining banking risk across Europe
Karkowska, Renata - 2017
The goal of this study is to identify empirically how country-level development, taking into account the financial and macroeconomic environment, affect the risk profiles of the banking sector in Europe. Through a dataset that covers 3,399 European banks spanning the period 1996-2011, and the...
Persistent link: https://www.econbiz.de/10011760927
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Volatility connectedness of bank stocks across the Atlantic
Yılmaz, Kamil - 2014
This paper presents an analysis of the dynamic measures of volatility connectedness of major bank stocks in the US and the EU member countries. The results show that in the early stages of the US financial crisis in 2007 and 2008, the direction of the volatility connectedness was from the US...
Persistent link: https://www.econbiz.de/10010239322
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Sustainability and financial markets
Beekhoven van den Boezem, Frederik Ernest Joost (ed.);  … - 2019
Sustainability and Financial Markets' geeft u inzicht in de verplichtingen die direct of indirect inhaken op duurzaamheid en toepasbaar zijn op spelers op financiële markten. De urgentie voor een verschuiving naar een duurzamere wereld lijkt heviger dan ooit. Zeker nu de gevolgen van...
Persistent link: https://www.econbiz.de/10012165247
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Financial Stability in Europe : Banking and Sovereign Risk
Bruha, Jan - 2017
We analyze the link between banking sector quality and sovereign risk in the whole European Union over 1999–2014. We employ four different indicators of sovereign risk (including market- and opinion-based assessments), a rich set of theoretically and empirically motivated banking sector...
Persistent link: https://www.econbiz.de/10012955275
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The Relevance of Financial and Economic Factors for Determining Banking Risk Across Europe
Karkowska, Renata - 2017
The goal of this study is to identify empirically how country-level development, taking into account the financial and macroeconomic environment, affect the risk profiles of the banking sector in Europe. Through a dataset that covers 3,399 European banks spanning the period 1996–2011, and the...
Persistent link: https://www.econbiz.de/10012942850
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Capital market integration in Euroland : the role of banks
Buch, Claudia M. - 1999
Persistent link: https://www.econbiz.de/10013261042
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Capital market integration in Euroland : the role of banks
Buch, Claudia M. - 1999
The introduction of the euro marks a milestone in the process of European financial market integration. This paper analyzes the implications of the euro for cross-border banking activities. A portfolio model is used which captures the role of banks as providers of informational and of...
Persistent link: https://www.econbiz.de/10011475635
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Modelling risk-weighted assets : looking beyond stress tests
Švéda, Josef; Panoš, Jiří; Siuda, Vojtěch - 2024
We propose an improved methodology for modelling potential scenario paths of banks' riskweighted assets, which drive the denominator of capital adequacy ratios. Our approach centres on modelling the internal risk structure of bank portfolios and thus aims to provide more accurate estimations...
Persistent link: https://www.econbiz.de/10014495257
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Bank Systemic Risk and Corporate Investment : Cross-Country Evidence
Adachi‐Sato, Meg - 2017
We analyze whether variation in systemic risk in the banking system (also known as “bank systemic risk”) can explain corporate investment. We show that in a sample of publicly listed firms in 10 advanced and emerging markets economies during the period 1990–2013, bank systemic risk is...
Persistent link: https://www.econbiz.de/10012971426
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Regulation of financial risks in emerging markets : past, present, and future
Arkhipov, Artem; Arkhipova, Natalia; Karminsky, Alexander - In: Risk assessment and financial regulation in emerging …, (pp. 33-64). 2021
banking regulation in the world, precise requirements and scope were reformed and implemented in response to crises and global … the paradigm from partial improvements under financial liberalization regime to a world-wide regulation tightening on the … basis of close coordination between regulators and supervisors in the world. The role of the G-20’s Financial Stability …
Persistent link: https://www.econbiz.de/10012591641