by euro zone member solvency issues. In this paper, we examine the contagion effects between sovereign and bank CDS … effects between sovereign vs. bank default risk. By contrast, since the sovereign debt crisis period we observe significant … dependencies between the regional sovereign CDS and the regional bank CDS in other regions, predominantly for the Asia-Pacific and …

for Bank Research (Bankwissenschaftliche Gesellschaft - BWG). The present SUERF Study 2015/2 includes a selection of …, jointly organized by SUERF, the OeNB and the Austrian Society for Bank Research. In reply to the financial crisis, the Great …

collected data, the study adopted the Random Effects Model. Interest rate spreads have been found to be determined by bank …-specific factors, industry –specific factors and the macroeconomic factors. Specifically, bank size, credit risk, return on assets …, bank capacity utilisation, market concentration and inflation are the main drivers wide interest rate spreads in the …