Artikel
Determinants of European bank risk during financial crisis
This paper examines the determinants of European bank risk-taking during major financial crisis. Using a sample of banks from 26 countries over the period 2005-2015, we examine the nature of the relationship between bank risk, bank characteristics, regulatory, institutional and macroeconomic variables. We use a dynamic panel data modeling structure to capture the potential discrepancies in risk-taking behavior. We subdivide our sample into two sub-samples (East Europe and West Europe countries). We show that macroeconomic and regulatory variables seem to have non-negligible impact on bank risk-taking attitudes. We document that the relationship between bank risk, internal and external factors differs across samples.
- Language
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Englisch
- Bibliographic citation
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Journal: Cogent Economics & Finance ; ISSN: 2332-2039 ; Volume: 5 ; Year: 2017 ; Issue: 1 ; Pages: 1-20 ; Abingdon: Taylor & Francis
- Classification
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Wirtschaft
International Financial Markets
Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Financial Institutions and Services: Government Policy and Regulation
- Subject
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credit risk
insolvency risk
financial crisis
dynamic panel data
GMM
East Europe
West Europe
- Event
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Geistige Schöpfung
- (who)
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Jabra, Wiem Ben
Mighri, Zouheir
Mansouri, Faysal
- Event
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Veröffentlichung
- (who)
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Taylor & Francis
- (where)
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Abingdon
- (when)
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2017
- DOI
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doi:10.1080/23322039.2017.1298420
- Handle
- Last update
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10.03.2025, 11:41 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Jabra, Wiem Ben
- Mighri, Zouheir
- Mansouri, Faysal
- Taylor & Francis
Time of origin
- 2017