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Do CDS maturities matter in the evaluation of the information content of regulatory banking stress tests? : evidence from European and US stress tests

Agbodji, Amavi S. S.; Nys, Emmanuelle; Sauviat, Alain - In: Revue économique : revue bimestrielle 72 (2021) 1, pp. 65-102

Persistent link: https://www.econbiz.de/10012607004

The performance and risk of banks in the U.S., Europe and Japan post-financial crisis

Weigand, Robert A. - In: Investment management and financial innovations 13 (2016) 4, pp. 75-93

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Determinants of European Banks' default risk

Soenen, Nicolas; Vander Vennet, Rudi - 2021

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Determinants of European banks' default risk

Soenen, Nicolas; Vander Vennet, Rudi - In: Finance research letters 47 (2022) 1, pp. 1-6

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CDS-bond basis dynamic and credit spread price discovery : a test for European corporate and sovereign bond markets

Patanè, Michele; Tedesco, Mattia; Zedda, Stefano - In: Modern economy 10 (2019) 8, pp. 1984-2003

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The relationship between excessive lending, risk premium and risk-taking : evidence from European banks

Alhalabi, Thaer; Castro, Vítor; Wood, Justine - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 448-471

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Banks' sovereign exposures : in search of new rules

Baglioni, Angelo; Cefalà, Francesco - In: Journal of financial regulation 7 (2021) 1, pp. 100-148

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What are the determinants of MREL-eligible debt yields? : evidence from the EU banking sector

Rocamora, María; Suárez, Nuria; Monjas Barroso, Manuel - 2020

higher levels of risk sensitiveness after the entry into force of the first Bank Recovery and Resolution Directive. However … particular regarding bank and market risk variables. Our model also suggests that investors closely monitor senior non …

Persistent link: https://www.econbiz.de/10012287952

Effects of regulatory policies on bank-specific risk and financial stability

Ludolph, Melina - 2021

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Predicting distress in European banks

Betz, Frank; Oprică, Silviu; Peltonen, Tuomo; Sarlin, Peter - In: Journal of banking & finance 45 (2014), pp. 225-241

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