to explain the variation in a measure of a bank’s default risk (approximated by Z-score) and how these effects make their … structure rather than the characteristics of the portfolio of assets. Additionally, we use a model of bank behavior to simulate …

This paper examines the determinants of European bank risk-taking during major financial crisis. Using a sample of … banks from 26 countries over the period 2005–2015, we examine the nature of the relationship between bank risk, bank … countries). We show that macroeconomic and regulatory variables seem to have non-negligible impact on bank risk-taking attitudes …

This study investigates the relationship between bank capital and risk in the Indian banking sector. The sample … on capital with some bank-specific variables and regulatory pressure as control variables using generalised method of … moments (GMM) technique. The results reveal that bank risk, bank-specific variables and regulatory pressure are significantly …