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
Englisch

Bibliographic citation
Journal: Cogent Economics & Finance ; ISSN: 2332-2039 ; Volume: 5 ; Year: 2017 ; Issue: 1 ; Pages: 1-20 ; Abingdon: Taylor & Francis

Classification
Wirtschaft
International Financial Markets
Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Financial Institutions and Services: Government Policy and Regulation
Subject
credit risk
insolvency risk
financial crisis
dynamic panel data
GMM
East Europe
West Europe

Event
Geistige Schöpfung
(who)
Jabra, Wiem Ben
Mighri, Zouheir
Mansouri, Faysal
Event
Veröffentlichung
(who)
Taylor & Francis
(where)
Abingdon
(when)
2017

DOI
doi:10.1080/23322039.2017.1298420
Handle
Last update
10.03.2025, 11:41 AM CET

Data provider

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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

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