کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
963480 930357 2012 23 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Factors determining European bank risk
موضوعات مرتبط
علوم انسانی و اجتماعی اقتصاد، اقتصادسنجی و امور مالی اقتصاد و اقتصادسنجی
پیش نمایش صفحه اول مقاله
Factors determining European bank risk
چکیده انگلیسی
► There is evidence of a non-linear (i.e., “U-shaped”) relation between bank capital and bank risk. ► In the period following the creation of the Economic Monetary Union (EMU), we observe an increase in the bank risk sensitivity to both bank capital and off-balance sheet activities and a decrease in the sensitivity of bank risk to charter value. ► During the global financial crisis, the negative effect of both bank capital and charter bank on credit risk is more apparent.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of International Financial Markets, Institutions and Money - Volume 22, Issue 4, October 2012, Pages 696-718
نویسندگان
, ,