This paper provides an overview of bank funding trends in the euro area following the 2007–
09 global financial crisis and the euro area crisis. It shows that funding has become …

The elevated interconnectedness of the global financial system has resulted in an increased
frequency of financial crises, characterized by the swift transmission of turmoil between …

Abstract Increased dispersion of Risk Weighted Assets (RWA) troubles regulators as
potentially undermining prudential supervision. We study the determinants of RWA/EAD …

Contribution/Originality: This study is a pioneer study, providing details about the factors that
determine the off-balance sheet activities of South Asian commercial banks. The study has …

Eurosystem macroprudential policies require shared action between national authorities
and the European Central Bank (ECB). This has created the need for a common basis for …

This paper explores the fundamentals in the run-up to systemic banking crises. It applies a
visualisation approach that combines elements of an event study analysis and a fan chart …

Empirical studies of banking risk, be it at the institution or sector level, typically focus on
either the relationship of competition to risk or bank capital adequacy to risk, but only a …

This paper investigates on what drives the different determinants of systemic risk
contribution in different countries, based on a dataset for commercial banks in a bank-based …

The main objective of the current study is explaining the endogeneity among liquidity risk
(LIQDR), credit risk (CRDR) and off-balance sheet activities. The balanced panel of 81 …

We investigate determinants of financial distress in large financial institutions based on the
Distance‐to‐Default and Z‐Scores measures. Using data of US bank holding companies …