. However, we also confirm a remaining exposure to changing market rates. Our results shed light on an implicit hedging …

bank business models. Therefore, we assemble a data set of balance sheet positions including maturities and use the method …

Current research, especially after the financial crisis, highlights different key determinants of high risk bank … profiles. The main aim of this paper is to test, through an empirical model, the impact of various determinants of bank … business models on the bank risk with the purpose of enabling early identification of signals of risk and timely application of …

In this paper, we analyze the impact of loan growth and business model on bank risk in 15 EU countries. In contrast to …, decreases with bank size possibly because large banks are more active in volatile trading and off-balance sheet activities such …

In this study we disentangle two dimensions of banks' systemic risk: the level of bank tail risk and the linkage … between a bank's tail risk and severe shocks in the financial system. We employ a measure of the systemic risk of financial … bank characteristics are related to bank tail risk and systemic linkage. The interrelationship between bank characteristics …

We study the impact of increasingly negative central bank policy rates on banks' propensity to become undercapitalized …

We study the impact of increasingly negative central bank policy rates on banks' propensity to become undercapitalized …

orientation, pressures on funding models and entity structures could affect the efficiency of capital flows through the bank …