Search Results - subject_exact:"Bank risk"

The effect of economic policy uncertainty on banks : distinguishing short- and long-term effects

Ashraf, Badar Nadeem; Qian, Ningyu - 2026

The interplay between government economic policy uncertainty (EPU) and bank risk remains a key concern in the financial stability literature. This study advances the field by examining the dynamic, time-varying impact of EPU on bank risk, explicitly differentiating between short- and long-term...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611389

Optimal intermediary contracts

Arjmandi, Nabi; Gu, Chao; Haslag, Joseph H.; Wang, Yajie - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015641817

Organizational form and thrift risk during the US housing boom and bust

Balla, Eliana; Prescott, Edward Simpson; Rosenberger, … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015451209

Policy uncertainty and bank stability : investigation from supply-side effect

Dung Viet Tran; Nguyen, Cuong; Hoang, Khanh - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015457946

The impact of bank riskiness on the quality of ESG disclosure : empirical evidence from European banks

Manta, Francesco; Boscia, Vittorio; Conca, Lavinia; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015459444

IFRS 9 implementation and bank risk

Kyiu, Anthony; Tawiah, Vincent - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015442381

Labor turnover, information production, and bank risk

Norden, Lars; Doornik, Bernardus Ferdinandus Nazar van; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015597243

How do financial inclusion, deposit insurance, and bank concentration affect bank stability?

Yu, Xiangyuan; Chang, Yiming; Li, Jiaqi - 2025

This study investigates the nonlinear interplay between bank stability, financial inclusion, deposit insurance design, and banking concentration, utilizing unbalanced panel data from 122 countries between 2004 and 2021. By constructing novel indices-including a composite Moralhazard index to...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015550827

Joining forces : why banks syndicate credit

Ongena, Steven; Osberghaus, Alex; Schepens, Glenn - 2025

Banks can grant loans to firms bilaterally or in syndicates. We study this choice by combining bilateral loan data with syndicated loan data. We show that loan size alone does not adequately explain syndication. Instead, banks' ability to manage risks and firm riskiness drive the choice to...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015590897

Financial safety nets, bank risk and depositor behaviour in Central and Eastern Europe

Skała, Dorota - 2025

We studied expansions in financial safety nets and their relation to bank risk and depositor behaviour in Central and Eastern Europe, using time-varying regulatory data. In general, we find that stronger deposit insurance and state aid granted to banks are linked with both bank risk and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015650552

Impact of fintech on bank risks : the role of bank digital transformation

Li, Xin - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015330307

Bank's risk-taking channel of monetary policy and TLTRO : evidence from the eurozone

Afonso, António; Ferreira, Jorge Braga - 2024

Using a panel data approach with bank-fixed effects, we study the impact of Targeted Longer-Term Refinancing Operations (TLTRO) on banks’ risk, given by their distance to default (DtD). The study aims to determine if the liquidity from TLTROs influences banks’ risk-taking behaviour. For the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014533785

Green light for green credit? : evidence from its impact on bank efficiency

Galán, Jorge E.; Tan, Yong - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014469033

How does climate policy uncertainty affect banks loan loss provisions? : evidence from China

Lian, Yonghui; Li, Jie; He, Feng - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015466660

Sovereign bond holdings, bank risk-taking, and macroeconomic shocks : evidence from Vietnam

Huynh, Japan - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015472553

Corruption and bank risk-taking in dual banking systems

Khan, Mushtaq Hussain; Bitar, Mohammad; Tarazi, Amine; … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015142245

Noninterest income, macroprudential policy and bank performance

Davis, E. Philip; Karim, Dilruba; Noel, Dennison - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015154790

Breaking the model : does technical efficiency propel or hinder bank risk? : evidence from the Chinese banking industry

Lin, Xiaoran; Gulamhussen, Mohamed Azzim; Zhai, Jia - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015447542

Competition, liquidity creation and bank stability

Vuong Thao Tran; Nguyen, Hoa - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015164489

Other comprehensive income volatility and bank risk

Su, Yang; Zhang, Junrui; Zhao, Hong; Zhou, Mingming - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015405717

CEO power and bank risk nexus : evidence from commercial banks in Uganda

Kajumbula, Richard; Makoni, Patricia Lindelwa - 2024

This study aimed to establish the nexus between CEO power and bank risk. Previous studies on how CEO power affects risk-taking have produced mixed results. Some studies show that CEO power reduces risk, while others show the reverse. This lack of conclusive findings motivated this study. This...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015371420

International monetary spillovers in bank profitability and risk-taking

Salachas, Evangelos; Kouretas, Georgios P.; Laopodis, … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015457777

Do bank complexities increase the risks? : insights from four Asian countries

Rayenda Brahmana; Hashmi, Muhammad Arsalan; Abdullah; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015461439

A panorama of liquidity reation in turkish banking industry : highlights, predictors and consequences

Çolak, Mehmet Selman; Deniz, Mahmut Bora; Korkmaz, Sümeyra - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015050246

Macroprudential policy, bank risk and efficiency : some evidence from China

Kang, Qiaoling; Chen, Minghua; Wu, Ji; Hui, Zhiyang - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015515681

Risk-return portfolio level trade-off for Czech banks

Jankulár, Pavel - 2024

This paper examines the validity of the risk-return trade-off for a sample of Czech banks over the period 2002-2022 by analysing the relationship between the bank risk and risk-adjusted returns. I find evidence of a significant negative association between the regulatory risk measure and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014555768

Climate policy uncertainty and corporate sustainability capability : evidence from ESG performance

Liu, Ximeng; Xiang, Youtao - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015455868

Bank culture and bank liquidity creation

Nguyen Loan Quynh Thi; Toan Luu Duc Huynh - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015142249

Gendered language and board diversity : evidence from European banks

Piserà, Stefano - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014635292

Endogenous bank risks and the lending channel of monetary policy

Araujo, Gabriela; Rivero, David; Rodríguez, Hugo - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015655489

Bank inflation expectations, risk premia and lending behavior

Akgündüz, Yusuf Emre; Bölükbaş, Kübra; Çolak, … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015568344

Corporate governance, social responsibility and sustainability commitments by banks : impacts on credit risk and performance

Kittima Ngamvilaikorn; Suntharee Lhaopadchan; Sirimon … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015101688

Measuring flood risk in Czechia with stress testing and a Gumbel copula based VaR

Folprecht, Marek - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015609159

Do minority banks perform better or worse than non-minority banks?

Barth, James R.; Cebula, Richard J.; Xu, Jiayi - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014439913

Bank diversification and performance : empirical evidence from Japan

Wu, Yichang - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015135486

Beyond hot money : brokered deposits and bank funding stability

Dagher, Jihad C.; Fuster, Andreas - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015609791

Model risk under CECL : a consumer finance perspective

Canals-Cerdá, José J. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015609899

The impact of macroprudential policies on bank risk under economic uncertainty : evidence from emerging Asian economies

Jeon, Bang-nam; Yao, Yao; Chen, Minghua; Wu, Ji - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015052058

Risk management committee and bank performance : evidence from the adoption of the Dodd-Frank Act

Jiang, Liangliang; Ji, Mingming - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015127346

Bond funds' risk taking and monetary policy

Anyphantakē, Sophia; Malliaropulos, Dimitris; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015610408

Survivorship bias in systemic risk estimation

Skouralis, Alexandros - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611084

ESG activity and bank lending during financial crises

Ozturk Danisman, Gamze; Tarazi, Amine - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014490463

Legal dimensions of global AML risk assessment : a machine learning approach

Kovalchuk, Olha; Shevchuk, Ruslan; Banakh, Serhiy; … - 2026

Money laundering poses a serious threat to financial stability and requires effective national frameworks for prevention. This study investigates how the quality of legal and institutional frameworks affects the effectiveness of national anti-money laundering (AML) systems and their implications...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611262

Income diversification patterns and their impact on bank risk

Kaur, Parneet; Bansal, Aanchal - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015398420

Cross-border banking, intragroup exposures, and risk-taking

Cuijpers, Eric; Vlahu, Razvan - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611564

Risk Propagation in the European Banking System : Amplification Effect from NBFIs and Market Risks

Valderrama, Laura - 2026

This paper applies network analysis to examine the impact of non-bank financial institutions (NBFIs) and financial market stress on contagion risk within the interbank network. Using network-based simulations on euro area banks’ supervisory data, we find that banks’ strong capital and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015612591

Modernizing Palau's Financial System : Opportunities and Risks

Davico, Ricardo - 2026

Palau’s financial system faces structural challenges that inhibit effective financial intermediation, mobilization of domestic savings, and payment system efficiency. The authorities have been striving to address these challenges through digital initiatives. While these initiatives are...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015612613

A public-private partnership? : central bank funding and credit supply

Chavaz, Matthieu; Elliott, David; Monroe, Win - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015613835

Institutional reform and depositors' portfolio choice evidence from bank account data

Berlemann, Michael; Luik, Marc-André - 2026

In this paper we employ the natural experiment of German Division and Reunification in order to study the effect of institutional reform on the decision to hold risky assets. We present empirical evidence indicating that even 16 years after German Reunification risky portfolios of East and West...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614062

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Institutional reform and depositors' portfolio choice : evidence from bank account data

Berlemann, Michael; Luik, Marc-André - 2016

Book / Working Paper

Insuring algorithmic operations : liability risk, pricing, and risk control

Liu, Zhiyong John; Park, Jin; Wang, Mengying; Wen, He - 2026

Businesses increasingly rely on algorithmic systems and machine learning models to make operational decisions about customers, employees, and counterparties. These "algorithmic operations" can improve efficiency but also concentrate liability in a small number of technically complex, drifting...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614146