The purpose of this paper is to investigate the main drivers of the change in the credit risk provisions at a portfolio level for the banks that have been subject of the 2018 EBA stress tests. Therefore, we perform a holistic review of the drivers of the three-year projections of credit losses....

We examine the risk sensitiveness of minimum requirement for own funds and eligible liabilities (MREL)‐eligible debt yields in a sample of 63 European banking groups during the period 2009Q3–2019Q2 in 14 European countries. We conclude that MREL‐eligible debt is risk sensitive, as...

This paper analyzes how the effect of bank concentration on economic growth varies across countries depending on bank regulation, supervision, and institutions. Results for 84 countries over the 1980-2004 period indicate that bank concentration generally has a negative effect on economic growth,...

This paper studies the influence of bank competition on the real effect of 36 systemic banking crises in 30 countries over the 1980–2000 period and how this influence varies across countries depending on bank regulation and institutions. We find that bank market power is not on average useful...