Factors influencing bank risk in Europe: Evidence from the financial crisis

•We analyze bank-specific and macroeconomic determinants of bank risk.•We use the system-GMM estimator, developed for dynamic panel models.•Capitalization, profitability, efficiency and liquidity are inversely related to risk.•The recourse to wholesale funding by banks seems to increase their risk.•...

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Veröffentlicht in:	The North American journal of economics and finance 2015-11, Vol.34, p.138-166
Hauptverfasser:	Baselga-Pascual, Laura, Trujillo-Ponce, Antonio, Cardone-Riportella, Clara
Format:	Artikel
Sprache:	eng
Schlagworte:	Bank risk Commercial banks Economic crisis European banking system Eurozone Macroeconomics Non-performing loans Risk factors Studies Z-score
Online-Zugang:	Volltext
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