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 …

This paper examines the impact of bank opacity on European financial stability. Based on a panel dataset of capital … market-oriented European banks covering the period 2002-2018, it can be shown that bank opacity has a significant influence … mitigation of bank opacity and reducing systemic risk. Both the risk reporting in accordance with IFRS 7 and the measures …

important private bank in Algeria in the face of liquidity risk. Our empirical analysis adopts a bottom-up approach based on an … accounting method. It studies the relationship between the bank solvency ratio (ratio cook) and bank portfolios, such as loans to … the construction, trade, industry, and automotive sectors. Microeconomic stress tests assess the credit risk of a bank …

has been formulated: in the post-crisis conditions the euro area remains vulnerable to the sovereign-bank nexus, which in … particular stems from the very legacy of the crisis, bank-based financial system, as well as incomplete reforms of the euro area … some progress in recent years, institutional reforms aimed at breaking the sovereign-bank nexus are far from complete. …