This paper studies the systemic risk contribution of a set of large publicly traded European
banks. Over a sample covering the last twenty years and three different crises, we find that …

Companies sign prior contracts for working capital demand loans with banks to mitigate their
working capital shortfall. In order to honor the contract, banks also undertake lines of credit …

We show that the effect of non-interest income on systemic risk exposures varies with bank
size and a country's institutional setting. Non-interest income reduces large banks' systemic …

This study examines the impact of terrorism on bank stability, represented by bank risk and
financial performance. We consider banks from 14 countries located in the Middle East and …

This article examines systemic risk in the Brazilian banking sector, paying specific attention
to the role of accounting and macroeconomic variables in shaping systemic risk. Based on …

Purpose Interconnections among banks are an essential feature of the banking system as it
helps in an effective payment system and liquidity management. However, it can be a …

Purpose–This paper aims to investigate the drivers of systemic risk and contagion among
European banks from 2007 to 2012. The authors explain why some banks are expected to …

We empirically test whether ownership concentration explains the cross-variation in
systemic risk contribution for a sample of European banks over the 2004–2021 period and …

This paper investigates the drivers of systemic risk and contagion among European banks.
First, we use copulas to estimate the systemic risk contribution and systemic risk sensitivity …

How nonfinancial sector affects the financial system has not been fully studied in the
literature. Using data on 327 listed companies over the period 2007–2016, we extend the …