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What drives the risk of European banks during crises? New evidence and insights
| dc.rights.license | open | en_US |
| hal.structure.identifier | Bordeaux Sciences Economiques [BSE] | |
| dc.contributor.author | LAPTEACRU, Ion | |
| dc.date.accessioned | 2022-03-30T14:07:28Z | |
| dc.date.available | 2022-03-30T14:07:28Z | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/136568 | |
| dc.description.abstractEn | Based on an extensive dataset of 1,156 European banks over the 1995-2015 period, we aim to provide new insights on the determinants of European banks’ risk-taking during crisis events, employing a novel asymmetric Z-score. Our results suggest that more capital, lower ratios of loans to deposits and of liquid assets to total assets and lower share of non-deposit and short-term funding in total funding are associated with lower bank risk and this relationship is stronger during the crises. Moreover, having low costs compared to their revenues reduces the risk of European banks in normal times and has the same impact during the crises. Being involved in non-interest-generating activities makes banks riskier. Finally, being large and having higher net interest margin make banks more stable, but this positive effect is diminished for the size and vanished for the profitability during crisis times. And some differences are observed between Western and Eastern European countries. | |
| dc.language.iso | EN | en_US |
| dc.rights | Attribution 3.0 United States | * |
| dc.rights.uri | http://creativecommons.org/licenses/by/3.0/us/ | * |
| dc.subject.en | European banking | |
| dc.subject.en | bank risk | |
| dc.subject.en | financial crisis | |
| dc.subject.en | Z-score | |
| dc.title.en | What drives the risk of European banks during crises? New evidence and insights | |
| dc.type | Document de travail - Pré-publication | en_US |
| dc.subject.hal | Économie et finance quantitative [q-fin] | en_US |
| dc.subject.jel | G - Financial Economics::G2 - Financial Institutions and Services::G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages | en_US |
| bordeaux.hal.laboratories | Bordeaux Sciences Economiques / Bordeaux School of Economics -BSE) - UMR 6060 | en_US |
| bordeaux.institution | Université de Bordeaux | en_US |
| bordeaux.institution | CNRS | en_US |
| hal.identifier | hal-03625046 | |
| hal.version | 1 | |
| hal.date.transferred | 2022-03-30T14:07:30Z | |
| hal.export | true | |
| dc.rights.cc | CC BY | en_US |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=LAPTEACRU,%20Ion&rft.genre=preprint |
