Motivated by the variety of bank risk proxies, our analysis reveals that nonperforming assets are a well …-suited complement to the Z-score in studies of bank risk. …

greater insider ownership leads to less equity issuances. Several tests are consistent with the view that bank insiders are … between bank equity and lending, the results stress that ownership structure can shape the resilience of banks-and hence the …

This paper empirically examines how capital affects a bank's performance (survival and market share), and how this … effect varies across banking crises, market crises, and normal times that occurred in the U.S. over the past quarter century … all times (during banking crises, market crises, and normal times). Second, capital enhances the performance of medium and …

.S. banking industry. We employ a frequency decomposition of volatility spillovers (connectedness) to assess system-wide risk … the public, long-term systemic risk among banks tends to increase. From the dynamic perspective, bank penalties represent … long-term. In this respect, bank penalties resemble still waters that run deep. In contrast, a settlement with regulatory …

on foreign claims took place. For the largest 67 German banking groups, we find that both their characteristics and … behavior in the pre-crisis episode had repercussions for the crisis period. Above all, prior non-traditional banking activities …

The aim of this study is to undertake an up-to-date assessment of market power in Central and Eastern European banking …-crisis period, the onset of the global crisis has put an end to this process. Second, bank-level market power appears to vary … domestically-owned banks. -- bank market power ; CE European countries ; global financial crisis ; foreign ownership …

Foreign-dominated banking sectors, such as those prevalent in Central and Eastern Europe, are susceptible to two major … sources of systemic risk: (i) linkages between local banks, and (ii) linkages between a foreign par- ent bank and its local …- pendencies in downward risk in the banking sectors of the Czech Republic, Hungary, Poland, and Slovakia during 1994-2013. In …

The aim of this study is to undertake an up-to-date assessment of market power in Central and Eastern European banking …-crisis period, the onset of the global crisis has put an end to this process. Second, bank-level market power appears to vary …