The trade-off between bank competition and financial stability has always been a widely and controversial issue, both … among policymakers and academics. This paper empirically re-investigates the relationship between competition and bank risk … consider both individual and systemic dimension of risk. Bank-individual risk is measured by the Z-score and the distance …

We investigate bank capital, charter value, off-balance sheet activities, dividend payout ratio and size as … determinants of bank equity risk (systematic risk, total risk, interest rate risk and idiosyncratic risk) and credit risk. Using …-shaped) relation between bank capital and bank systematic risk and credit risk. We find mixed evidence on the relation between charter …

heterogeneity of banking risk determinants. I examine the implications of bank leverage that manifest itself as spreading and …

significantly to lower CDS spreads. We confirm the persistence of the bank-sovereign interconnectedness and find that sovereign …Using bank CDS spreads, we examine three types of determinants of Euro Area bank default risk in the period 2008 …-2019: bank characteristics related to new regulation, the bank-sovereign nexus and the monetary policy stance. We find that Basel …

homogeneous and/or static spatial network models. This includes the anchoring role of Germany and the interconnectedness of …