Corporate values of the 25 largest European banks: Exploring the ambiguous link with corporate scandals
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DOI: 10.1002/pa.1700
Abstract: Corporate value statements communicate what a firm aspires for and what drives their value creation. In addition, corporate values often also define which behaviors are acceptable and which are not. Ideally, corporate values are representations… read more here.
Keywords: values largest; value; largest european; corporate values ... See more keywords
What determines bank CDS spreads? Evidence from European and US banks
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DOI: 10.1016/j.frl.2016.12.035
Abstract: We examine the determinants of CDS spreads for a sample of European and US banks. The key balance sheet determinants are leverage, asset quality, funding stability, and bank size, and the key market determinants are… read more here.
Keywords: cds spreads; determines bank; spreads evidence; bank cds ... See more keywords
Liquidity and capital in bank lending: Evidence from European banks
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DOI: 10.1016/j.frl.2019.08.021
Abstract: We examine whether the effect of bank capital on credit growth differs depending upon the level of liquidity in a panel of up to 521 banks from 21 European countries. We find that the effect… read more here.
Keywords: bank; liquidity capital; european banks; bank lending ... See more keywords
Does diversification protect European banks’ market valuations in a pandemic?
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DOI: 10.1016/j.frl.2021.102093
Abstract: Abstract We use the Covid-19 pandemic to assess whether diversification in various dimensions can protect European banks from substantial negative valuation shocks. Our results demonstrate that functional diversification acts as an economically significant shock absorber:… read more here.
Keywords: diversification protect; diversification; european banks; banks market ... See more keywords
Does espoused risk culture pay? Evidence from European banks
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DOI: 10.1016/j.jbankfin.2020.105767
Abstract: Abstract A poor risk culture was one of the causes of the financial crisis. Surprisingly, there is no evidence of the link between risk culture and bank stability. Using a large sample of European banks… read more here.
Keywords: risk culture; evidence; espoused risk; european banks ... See more keywords