bank issues covered bonds backed by a pool of assets that is bankruptcy remote and replenished following losses …. Encumbering assets allows a bank to raise cheap secured debt and expand profitable investment, but it also concentrates risk on …

bank issues covered bonds backed by a pool of assets that is bankruptcy remote and replenished following losses …. Encumbering assets allows a bank to raise cheap secured debt and expand profitable investment, but it also concentrates risk on …

This paper attempts to investigate the impact of credit information sharing on bank-specific stock price crash risk …

bank risk, while there is no similar evidence for level 2 instruments. Our results are robust to various risk measures …

crucial actors in driving this challenge. Using a sample of 447 bank-year observations across 22 European countries from 2015 … the signalling theory, suggesting that a high level of environmental engagement corresponds to high ethical standards of … bank managers and high levels of financial transparency. ESG, Environmental, Crash risk, Europe, Financial Institutions …

This paper examines what institutional and bank-specific factors determine bank stock price synchronicity. Using data … on 37 countries from 1996–2007, we find that bank stocks are more aligned with the whole market during the financial …; and in countries that have lower bank-level disclosure. The results hold for both emerging and developed economy …

This paper examines what institutional and bank-specific factors determine bank stock price synchronicity. Using data … on 37 countries from 1996-2007, we find that bank stocks are more aligned with the whole market (1) during the financial … insurance; and (4) in countries that have lower bank-level disclosure. The results hold for both emerging and developed economy …

We investigate causality between returns on sovereign CDSs and bank equities for Poland between 2004 and 2014 to … Polish sovereign CDS returns to bank equity returns during the crisis period. We benchmark the results for Poland against a … sample of Western European countries. We document strong negative correlation between sovereign CDS and bank equity returns …

We examine which traditional asset pricing variables together with bank-specific accounting variables explain the cross …-sectional variation of future bank stock returns, using a firm-level data of eight Asian countries. Our empirical evidence shows that … exchange rate risk, firm size, the book-to-market ratio, and the net income ratio are important in explaining future bank stock …