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 …

The regulation of bank capital to improve the resilience of the financial system and, related to this aim, as a means … Kingdom, regulators have imposed time-varying, bank-specific minimum capital requirements since Basel I. Over the 1998 …

Holding a bank account is crucial to the income-maximizing and asset-building of households. This study uses 2008 …

of geographical diversification through the HHI built on the distribution of bank branches in 108 Italian provinces. The … results confirm a positive relationship between product diversification and bank performance in terms of Return on Assets (ROA … implications for bank supervisors and managers, particularly in current market conditions …

We investigate the changing role and direction of Japanese bank internationalisation with an emphasis on the period … from 1995 to 2008. In recent years Japan has gone from being a net receiver of international bank lending of US$230 billion … period Japanese claims were reduced; (c) Japanese bank internationalisation appears to be at odds with customer …

of the October 2008 IAS 39 amendment using a sample of 71 publicly traded bank holding companies in the main European …

We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our …