The 2008/2009 global crisis highlighted the vulnerabilities and inter-dependencies in the financial system including the global over-the-counter (OTC) derivatives markets, where significant counterparty credit risk prevails. In this paper, we deal with risk under Basel III banking regulation and...

The wide change of banking models over last few decades has led to an increasing share of fee and commission income of banks. In this paper we deal with determinants of banking fees in the European Union with special emphasis on market concentration based on EU-27 data from 2007 to 2012. For the...

This paper deals with the risk management of savings accounts. Savings accounts are non-maturing accounts bearing a relatively attractive rate of return and two embedded options: a customer's option to withdraw money at any time and a bank's option to set the deposit as it wishes. The risk...

The article deals with borrower-based instruments within macroprudential policy as measures aimed at reducing systemic risk regarding household debt. Our contribution is three-fold; Firstly, we show that more than 50% of countries in the European Economic Area have incorporated the borrower-based...