protection selling in CDS, the effect being weaker when sovereign risk is high. Bank and country risk variables are mostly not … building a complete picture and understanding fully the economic drivers of the bank-sovereign nexus of risk …

protection selling in CDS, the effect being weaker when sovereign risk is high. Bank and country risk variables are mostly not … building a complete picture and understanding fully the economic drivers of the bank-sovereign nexus of risk …

institutions. The aim of the study is to estimate the contribution systemic risk of the bank i in the analyzed banking sector of a … total of 40 banks, traded on the public market, which provided a market valuation of the bank's capital. The conclusions are …

sparked an unprecedented sovereign debt crisis that rapidly spread to the Euro-Zone's weakest member states. As the crisis … increasingly drove a wedge between a seemingly resilient Euro-Zone core and its faltering periphery, its first collateral victims … were the private banks of the hardest-hit sovereigns. They were rapidly followed by the rest of the Euro-Zone's banks as a …

This paper studies the consequences of a regulatory pay cap in proportion to assets on bank risk, bank value, and bank …. The cap encourages diversification and reduces the need a bank has to focus on a limited number of asset classes. The cap …

The trade-off between bank competition and financial stability has always been a widely and controversial issue, both … among policymakers and academics. This paper empirically re-investigates the relationship between competition and bank risk … consider both individual and systemic dimension of risk. Bank-individual risk is measured by the Z-score and the distance …