The paper aims to analyze the effect of bank risk appetite on banks' default probabilities during the year of COVID-19 … in 12 countries while controlling for bank-specific and country-specific effects over time. A System Generalized Methods … the probability of bank default. Underperforming banks tend to have a higher portion of risky loans in their credit …

that supervision should include a comprehensive view of different bank risk dimensions. …

The internal ratings-based (IRB) approach maps bank risk profiles more adequately than the standardized approach. After … may only enforce strict supervision on capital requirements if they do not jeopardize bank existence. …

created as a collaboration between Santander Bank and the University of Cantabria. SANFI works to identify, develop, support …

literature. This paper seeks to study the determinants of bank asset quality and profitability using panel data techniques and … contrary to the general perception. Similarly, with regard to rural bank branches, the results reveal that aversion to rural …

This paper analyzes the impact of US firms’ equity risk on bank lending standards and on the macroeconomy for two … an increase in firm risk on bank lending standards and the economy are amplified in a recession compared to an expansion. …

This paper examines the determinants of European bank risk-taking during major financial crisis. Using a sample of … banks from 26 countries over the period 2005–2015, we examine the nature of the relationship between bank risk, bank … countries). We show that macroeconomic and regulatory variables seem to have non-negligible impact on bank risk-taking attitudes …