This paper identifies bank-specific-characteristics and market conditions that contribute to determine prices and … relationships benefit banks in hedging liquidity risk. We also document that central bank liquidity increments are associated with a …

exposure in bad times. We apply this idea to bank risk measurement. We find that banks with high accounting return on equity … triggered by the collapse of Silicon Valley Bank. ROE predicts systematic tail risk much better than conventional measures based …

offer a high "yield" in good times. We apply this idea to measurement of bank risk. Rather than trying to directly measure …

and sovereign risks. In this paper we analyze the magnitude and changes in risk exposures that are reflected in bank stock … investigate bank risk in different economic environments including the introduction of the Euro and the recent financial and … decades when the Basel regulatory framework with different bank capital regulations was introduced. In our multi-factor asset …

This paper examines the impact of bank opacity on European financial stability. Based on a panel dataset of capital … market-oriented European banks covering the period 2002-2018, it can be shown that bank opacity has a significant influence … mitigation of bank opacity and reducing systemic risk. Both the risk reporting in accordance with IFRS 7 and the measures …