24 août 2022Impact of Risk Oversight Functions on Bank Risk: Evidence from the Dodd-Frank Act"We document the impact of having a risk committee (RC) and a chief risk officer (CRO) on bank risk using the passage of the Dodd Frank...
29 juil. 2022Bank capital and risk in the South Eastern European region" A model is set up which assumes that banks’ decisions regarding capital and risk are made endogenously in a dynamic pattern." LIRE
28 juil. 2022Should Bank Stress Tests Be Fair?"We argue that simply pooling data across banks treats banks equally but is subject to two deficiencies: it may distort the impact of...
26 juil. 2022What Drives Bank-Specific Capital Requirements? Evidence from the Ssm"Drawing on recently disclosed information on the Pillar 2 capital requirements of banks directly supervised by the ECB, we find that...