European bank profitability: the Great Convergence?
M Lamers, T Present, R Vander Vennet - Finance Research Letters, 2022 - Elsevier
Have euro area banks restored viability in the post-crisis era? We investigate profitability
convergence for euro area banks over the period 2009–2020 using the concepts of β and σ …
convergence for euro area banks over the period 2009–2020 using the concepts of β and σ …
Does BRRD mitigate the bank-to-sovereign risk channel?
We investigate the effectiveness of the Bank Recovery and Resolution Directive (BRRD) in
mitigating the transmission of credit risk from banks to their sovereign, using CDS spreads to …
mitigating the transmission of credit risk from banks to their sovereign, using CDS spreads to …
Does Brrd Mitigate the Bank-to-Sovereign Risk Channel?
R Vander Vennet, M Lamers, T Present… - Available at SSRN …, 2022 - papers.ssrn.com
We investigate the effectiveness of the Bank Recovery and Resolution Directive (BRRD) in
mitigating the transmission of credit risk from banks to their sovereign, using CDS spreads to …
mitigating the transmission of credit risk from banks to their sovereign, using CDS spreads to …
Implications of the Regulatory Treatment of Sovereign Exposures for Bank Behavior
O Beckmann - Available at SSRN 4307552, 2023 - papers.ssrn.com
Using bank-level sovereign exposures published by the European Banking Authority
between 2011 and 2020, this paper empirically explores the development of sovereign bond …
between 2011 and 2020, this paper empirically explores the development of sovereign bond …
Home Bias, Sovereign-Bank Nexus and Bank Failure–Evidence from European Stress Tests
D Meyland, D Schaefer - Sovereign-Bank Nexus and Bank Failure … - papers.ssrn.com
This paper proposes a new way to clarify the relationship between the sovereign-bank
nexus and an individual bank's home bias by employing stress test data from Europe's most …
nexus and an individual bank's home bias by employing stress test data from Europe's most …