This paper studies the impact of cyclical systemic risk on future bank profitability for a large representative panel … risk predict large drops in the average bank-level return on assets (ROA) with a lead time of 3-5 years. Based on quantile … local projections we further show that the negative impact of cyclical systemic risk on the left tail of the future bank …

We exploit the 2007-2009 financial crisis to analyze how risk relates to bank business models. Institutions with higher …. Business models related to significantly reduced bank risk were characterized by a strong deposit base and greater income …

This paper addresses the trade-off between additional loss-absorbing capacity and potentially higher bank risk …

the effect of competition on realised bank risk (i.e. more intense competition and greater use of securitisation is …

analyzes the implications of the change from IAS 39 to IFRS 9 in the context of bank resilience. We shed light on two effects … bank resilience through lower capital levels. In the absence of archival data of IFRS 9 and their potential biases due to … the COVID-19 pandemic, we use the European bank stress test results as a natural experiment, in which all banks are …

components for a large data set comprising the U.S., the EU-27 area, and the respective rest of the world. Credit risk conditions …