In this paper, we analyze the impact of banks' non-interest income share on risk in the German banking sector for the … on risk significantly differs depending on banks' overall business model. More specifically, we show banks with retail …-oriented business model such as savings banks, cooperative banks and other retail-oriented banks become significantly more stable if …

the literature, we include a large number of unlisted banks in our sample which represent the majority of banks in the EU …. We show that banks with high rates of loan growth are more risky. Moreover, we find that banks will become more stable if … they increase their non-interest income share due to a better diversification of income sources. The effect, however …

the literature, we include a large number of unlisted banks in our sample which represent the majority of banks in the EU …. We show that banks with high rates of loan growth are more risky. Moreover, we find that banks will become more stable if … they increase their non-interest income share due to a better diversification of income sources. The effect, however …

In this paper, we analyze the impact of banks' non-interest income share on risk in the German banking sector for the … on risk significantly differs depending on banks’ overall business model. More specifically, we show banks with retail …-oriented business model such as savings banks, cooperative banks and other retail-oriented banks become significantly more stable if …

ownership and cautious management. It was thus a surprise when some banks experienced deposit flight, as depositors shifted … their money toward government-owned banks and specifically toward the State Bank of India, the largest public bank. While … there was some tendency for depositors to favour healthier banks and banks with more stable funding, the reallocation of …

unweighted leverage ratio, we find the risk-weighted asset ratio to be a superior predictor of bank failure when banks operate … leverage ratio is the more reliable predictor.  However, when banks do not operate under Basel II rules, both ratios perform … banks with low initial levels of Tier 1 capital and in banks that adopted Basel II rules early.  We find tangible common …

banks in the sample, according to their systemic importance scores. The methodology is then applied to EU and Eurozone … samples of banks to obtain their systemic importance ranking and SIFI lists. This is one of the first methodologies capable of … identifying systemically relevant banks at the European level. A statistical analysis and some geographical and historical …

between market knowledge and supervisory decisions. Moreover the results encompass a complete ranking of the banks considered …, according to their systemic importance scores. The methodology has then been applied to EU and Eurozone samples of banks to …