the sovereign risk is sufficiently high, low-capital banks reduce private lending to further increase their holdings of …

the sovereign risk is sufficiently high, low-capital banks reduce private lending to further increase their holdings of …

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 … potential discrepancies in risk-taking behavior. We subdivide our sample into two sub-samples (East Europe and West Europe …

agreements (repos) was recognized by external capital markets to increase bank risk in the pre-crisis period. In the crisis, we … find a negative relationship between repos and risk. We attribute this result to evidence suggesting that “good” banks were …

Motivated by the variety of bank risk proxies, our analysis reveals that nonperforming assets are a well …-suited complement to the Z-score in studies of bank risk. …

liquidity risk and characterizes them. Both a solvency (leverage) and a liquidity ratio are required to control the … interpret the 2007 run on SIV and ABCP conduits. -- stress ; crises ; illiquidity risk ; insolvency risk ; leverage ratio …

ratio as a monitoring tool to detect episodes of excessive risk-taking has become even more relevant. Besides capturing the …