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Do capital adequacy and credit quality affect systematic risk? : investigation of a sample of European Listed Banks in light of EBA stress tests

Miani, Stefano; Floreani, Josanco; Paltrinieri, Andrea - In: The quarterly journal of finance 8 (2018) 4, pp. 1-31

Persistent link: https://www.econbiz.de/10011922056

Bank capital shock propagation via syndicated interconnectedness

Nirei, Makoto; Sushko, Vladyslav; Caballero, Julián - In: Computational economics 47 (2015) 1, pp. 67-96

Persistent link: https://www.econbiz.de/10011443423

Stress testing European banks : lessons for risk managers

Haben, Piers; Friedrich, Benjamin - In: Journal of risk management in financial institutions 8 (2015) 3, pp. 264-276

Persistent link: https://www.econbiz.de/10011443585

A macro stress test model of credit risk for the Brazilian banking sector

Vázquez, Francisco; Tabak, Benjamin Miranda; Souto, … - In: Journal of financial stability 8 (2012) 2, pp. 69-83

Persistent link: https://www.econbiz.de/10009655678

Valuation and systemic risk consequences of bank opacity

Jones, Jeffrey S.; Lee, Wayne Y.; Yeager, Timothy J. - In: Journal of banking & finance 37 (2013) 3, pp. 693-706

Persistent link: https://www.econbiz.de/10009708757

Forward-looking tail risk exposures at US Bank Holding Companies

Knaup, Martin; Wagner, Wolf - In: Journal of financial services research : JFSR 42 (2012) 1/2, pp. 35-54

Persistent link: https://www.econbiz.de/10009714851

Déjà vu all over again : the causes of US commercial bank failures this time around

Cole, Rebel A.; White, Lawrence J. - In: Journal of financial services research : JFSR 42 (2012) 1/2, pp. 5-29

Persistent link: https://www.econbiz.de/10009714854

Guarantees, transparency and the interdependency between sovereign and bank default risk

König, Philipp Johann; Anand, Kartik; Heinemann, Frank - In: Journal of banking & finance 45 (2014), pp. 321-337

Persistent link: https://www.econbiz.de/10010467894

Asset encumbrance in banks : is systemic risk affected?

Cipollini, Fabrizio; Ielasi, Federica; Querci, Francesca - In: Research in international business and finance 67 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10014451510

Measuring the link between cyclical systemic risk and capital adequacy for Ukrainian banking sector

Shmygel, Alona - 2023

In this paper we investigate the impact of cyclical systemic risk on future bank profitability for a large … on linear local projections which allows us to study the estimated negative impact of cyclical systemic risk on bank … assess the impact of cyclical systemic risk on the tails of the future bank-level profitability distribution. Additionally …

Persistent link: https://www.econbiz.de/10014368443