banking industry along the Belt and Road (B&R) based on weekly returns of 377 publicly-listed banks from 2014 to 2019. We … risk contribution of banks. We find that the dynamic total connectedness reached its peak during the outbreak of the …

financial stability. Our analysis suggests that, going into the financial crisis, banks' disclosures about relevant risk … exposures were relatively sparse. Such disclosures came later after major concerns about banks' exposures had arisen in markets …. Similarly, banks delayed the recognition of loan losses. Banks' incentives seem to drive this evidence, suggesting that …

This paper investigates whether there is any consistency between banks' financial strength ratings (bank rating) and … their risk-return profiles. It is expected that banks with high ratings tend to earn high expected returns for the risks … achieving risk-return efficiency. We first estimate the expected returns, risks, and financial distress risk proxy (the inverse …

markets. The impact of GFC on bank efficiency and shareholder value creation is assessed for 29 large banks in the USA, UK …This paper investigates whether banks were able to create value for their shareholders after the Global Financial … Crisis (GFC) and whether operational efficiency is related to shareholder value creation in informationally efficient stock …

This paper investigates whether there is any consistency between banks’ financial strength ratings (bank rating) and … their risk-return profiles. It is expected that banks with high ratings tend to earn high expected returns for the risks … they assume and thereby have a low probability of experiencing financial distress. Bank ratings, a measure of a bank’s …