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Persistent link: https://www.econbiz.de/10010416867
This paper proposes an early-warning bank risk measure based on the syndicate concentration of recent syndicated loans that a bank participates in. At the bank level, higher values of the measure predict greater risks (i.e., loan loss provisions, idiosyncratic return volatility, default...
Persistent link: https://www.econbiz.de/10014231054