-based international study to investigate whether non-interest activities, serving as a shock absorber, can promote bank performance before … comparative analysis, we also found heterogeneous effects of income diversification on bank performance by its components, in pre …-Covid-19 and during-Covid-19 periods, in both developed and developing countries. This study implies that bank managers should …

-SYS version), using an adjusted dataset from the BankFocus database for unconsolidated bank data for the 2016-2020 period. The … econometric analysis was supplemented with a CENE bank survey, researching bank attitudes and the stage of digital transformation … of incomes, based on intermediation and interest-related incomes, no longer contribute positively to profitability but …

The impact of monetary policy on bank performance and risk is driven by bank individual characteristics and the COVID …-19 pandemic, and the joint effect of bank individual factors and the coronavirus has been under-researched so far. To … the bank's balance sheet items and the COVID-19 outbreak. More specifically, the performance-decreasing effects of …

This paper proposes and evaluates several market-based measures for US and eurozone individual bank tail risk and … banking system risk. We apply statistical extreme value analysis to the tails of bank equity prices to estimate the likelihood … to global shocks ( extreme systematic risk). Moreover, the estimators presuppose that bank equity prices are heavy tailed …

this policy through banks. This paper examines the role of bank liquidity, capitalization and market power as internal … monetary policy change on bank performance is also considered. The empirical analysis, using large panel datasets for the … rates by disaggregating down to the individual bank level. This is achieved by the use of a Local GMM technique that also …