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sources of systemic risk: (i) linkages between local banks, and (ii) linkages between a foreign par- ent bank and its local … foreign parent bank to its local subsidiary is substantially smaller than the risk between two local banks. …
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associated with extreme co-movements in a market-based measure of bank soundness, controlling for common underlying factors. We …
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This paper examines changes in bank capital and capital regulations since the global financial crisis, in the Europe … of the definition of Tier 1 capital and reduction in risk-weights. Further analyses show that bank risk in Europe and …
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Our main objectives are to estimate the risk of Central and Eastern European banks and determine its factors focussing on the role of ownership structures. We apply market-based risk measures and an improved Z-score and conclude that foreign and private banks are less risky than state-owned...
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