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

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 …

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 …

After the financial crisis in 2008, the world becamemore aware of the importance of the systemic risk. Within China … China has an important and real meaning. The present paper was based on the weekly return of 16 listed banks in China from … China. The VaR and CoVaR showed that the risk of large commercial banks in China was generally low but was usually higher …