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 …

evidence that rapid credit growth as a measure of excessive risk taking in lending serves as a precursor to worsening loan … portfolio quality. We observe, based on a unique data set, that banks in the region increasingly employ advanced risk management …

investor cash flows and indirectly, by increasing the uncertainty about future distributions and thus banks' equity risk premia …. The impact differed across banks depending on their distribution plans and risk-adjusted profitability. Our analysis …

banks' risk-weighted assets were massively gamed by large banks, which engaged in various forms of regulatory arbitrage to …

sense that repo lending increases with risk, while spreads, maturities, and haircuts remain stable. Our comparison across …

capital requirements for certain institutions, supposedly based on their contribution to systemic risk. Global Systemically … measure the marginal contribution to systemic risk of 26 G-SIBs using the Distressed Insurance Premium methodology proposed by …

's willingness and ability to make its upcoming CoCo coupon payments. Expected cash flow models capture changes in CoCo default risk …

Recent literature suggests that regulatory risk measures do not adequately capture the actual economic risk of bank … risk sensitivity, i.e., the response of Basel risk weights to asset volatility as our measure of a bank's asset portfolio … risk, is substantially higher than what has been shown so far in the literature. Despite the occasionally bad reputation …