We examine the joint effects of bank regulation and internal governance on bank stand-alone and systemic risk. Using a … observe a positive relation between governance and bank risk in the pre-global financial crisis period but document a reversal … post-crisis. Overall, our results suggest that bank regulation exerts a positive influence on bank governance, while …

bank is, the higher are the abnormal returns, both in 'crisis countries' and 'non-crisis countries'. Moreover, abnormal … contrast, abnormal returns are not robustly related to bank risk. These findings reveal market expectations consistent with the …

fragility of banks we use the probability-of-default of banks as a proxy for bank failure. After analyzing data collected from …

is no evidence of the difference in market discipline between bank ownership and risks in the Vietnamese banking system …. Our research has implications for bank supervisors, policy-makers, and bank managers. …

This paper contributes to the debate on the adequate regulatory treatment of non-bank financial intermediation (NBFI … example of credit funds as non-bank entities economically engaged in credit intermediation to illustrate the merits of the …

The internal ratings-based (IRB) approach maps bank risk profiles more adequately than the standardized approach. After … may only enforce strict supervision on capital requirements if they do not jeopardize bank existence. …

Since the European debt crisis economists and politicians discuss intensively the sovereign-bank nexus. The high … exposure on bank stability. This paper provides a new way to use European stress test data to study this relationship. In … addition, we explore the effect on a bank’s probability of default if the existing capital requirement privilege for EU …