The paper analyzes Information Technology (IT) governance disclosure on a sample of the major 20 EU banks (from Italy …, Germany, France and Spain) to observe if, how and where banks report on their IT governance issues. Since IT governance (like … banks' operational functioning; it is a key resource in developing and supporting banking services, enabling institutions …

What impact do past experiences have on the expectation formation of banks? This article analyses the risk management … the likelihood of credit defaults and forced banks to implement new strategies of risk assessment. The Herstatt failure of … 1974 triggered a series of new regulations, partly based on initiatives of the banks themselves. After the sovereign debt …

What impact do past experiences have on the expectation formation of banks? This article analyses the risk management … the likelihood of credit defaults and forced banks to implement new strategies of risk assessment. The Herstatt failure of … 1974 triggered a series of new regulations, partly based on initiatives of the banks themselves. After the sovereign debt …

In this paper we stress-test credit portfolios of 28 German banks based on a Mertontype multi-factor credit risk model … drivers of the stress impact on banks' credit portfolios. Although the percentage of loans in the automobile sector is … relatively low for all banks in the sample, the expected loss conditional on the stress event increases substantially by 70 …