We exploit the 2007-2009 financial crisis to analyze how risk relates to bank business
models. Institutions with higher risk exposure had less capital, larger size, greater reliance …

Deteriorating public finances around the world raise doubts about countries' abilities to bail
out their largest banks. For an international sample of banks, this paper investigates the …

We examine how bank efficiency during normal times affects survival, risk, and profitability
during subsequent financial crises using data from five US financial crises and preceding …

Policy uncertainty is an increasingly important issue in many economies. Extensive
evidence indicates that higher policy uncertainty is associated with future negative …

ABSTRACT I examine the timeliness of write‐downs taken by US financial institutions during
the financial crisis of 2007–2008. The timeliness of write‐downs is measured by …

We examine changes in banks' market-to-book ratios over the last decade, focusing on the
dramatic and persistent declines witnessed during the financial crisis. The extent of the …

The advent of artificial intelligence (AI) technology has led to transformative shifts in the
human landscape. Moreover, as a potent driving force behind the evolution of energy …

We evaluate the impact of commonly used indicators of bank distress on broad (ie sector
and country) risks. This issue deserves special attention in the banking industry where there …

Bank failure prediction models usually combine financial attributes through binary
classification approaches. In this study we extend this standard framework in three main …

Abstract Financial Reporting for Financial Instruments provides an integrated examination of
the four most active areas of empirical accounting research on financial reporting for …