Weiß, Gregor N.F.; Bostandzic, Denefa; Neumann, Sascha - In: Journal of Banking & Finance 41 (2014) C, pp. 78-96
We analyze the determinants of the contribution of international banks to both global and local systemic risk during prominent financial crises. We find no empirical evidence supporting conjectures that bank size, leverage, non-interest income or the quality of the bank’s credit portfolio are...