Accurate measurement of bank risk is a matter of considerable importance for bank regulation and supervision. Current … practices in most countries emphasize reliance on financial statement data for assessing banks’ risk. However, the possibility … of increased reliance on market-based risk indicators has been a topic for academic and regulatory debate for a long time …

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 …

needed how banks are governed and how bank governance is associated with performance and risk taking. This report deals with … corporate governance matter. Higher executive team expertise is associated with superior bank outcomes regarding performance …, risk and efficiency. Compensation analyses show strong variation in compensation schemes between banks and bank divisions …

different risk preferences and measure efficiency with a structural model based on utility maximization. Using the almost ideal … demand system, we estimate input and profit demand functions to obtain proxies for expected return and risk. Efficiency is … then measured in this risk-return space. Mean risk-return efficiency is somewhat higher than cost and considerably higher …

shocks affecting banks’ capital, liquidity and credit quality as well as revised banklevel risk perceptions. Relationship …

We investigate the information content of stock correlation based network measures for systemic risk rankings, such as … complement currently available systemic risk ranking methods based on book or market values. A further analytical investigation …