Mare, Davide Salvatore; Gramlich, Dieter - In: Review of Quantitative Finance and Accounting 56 (2020) 1, pp. 1-23
This study sheds light on risk exposures of cooperative banks in Austria, Germany and Italy. We investigate how major risk elements of banks in these countries have evolved over time, across countries and institutions. Cooperative banks’ exposure to risk is analyzed looking at aggregate risk...
