Correlations are the main drivers for credit portfolio risk and constitute a Major element in pricing credit …

where they are headquartered (territorial LSIs). We compare the performance of territorial LSIs across regions at low and … high ooding risk and test for the \core lending channel" hypothesis, whereby lending to the real economy is a catalyst of …

We investigate the extent to which various structural risks exacerbate the materialization of cyclical risk. We use a … role in explaining the severity of cyclical and credit risk materialization during financial cycle contractions. Among …

This paper examines the validity of the risk-return trade-off for a sample of Czech banks over the period 2002-2022 by … analysing the relationship between the bank risk and risk-adjusted returns. I find evidence of a significant negative … association between the regulatory risk measure and risk-adjusted returns, indicating that the risk-return trade-off does not hold …

-sample performance of our estimators. An empirical study of efficiency trends in the largest banks operating in the U.S. from 1990 to …

this adjustment seems to be delivered through changes in average risk weights. For this and other reasons, it is desirable … to regularly assess whether the evolution and current level of risk weights give rise to any risk of underestimating the …