What determines the profitability of banks? Evidence from Spain

A Trujillo‐Ponce - Accounting & Finance, 2013 - Wiley Online Library
This paper empirically analyses the factors that determine the profitability of Spanish banks
for the period of 1999–2009. We conclude that the high bank profitability during these years …

Bank specific and macroeconomics dynamic determinants of credit risk in Islamic banks and conventional banks

W Waemustafa, S Sukri - International Journal of Economics and …, 2015 - dergipark.org.tr
The study analyzes the macroeconomic and bank specific determinants of credit risk in
Islamic and Conventional Banks. Multivariate Regression analysis is applied on the sample …

Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature

SY Deku, A Kara, Y Zhou - International Review of Financial Analysis, 2019 - Elsevier
We systematically review the recent empirical literature to investigate whether and how
securitization influences bank behaviour and its implication on financial stability. We find …

Securitization and systemic risk: An empirical investigation on Italian banks over the financial crisis

F Battaglia, A Gallo - International Review of Financial Analysis, 2013 - Elsevier
This research examines the effects of securitization on the bank's risk exposure both in terms
of individual expected shortfall and marginal expected shortfall as a measure of systemic …

Credit risk transfer activities and systemic risk: How banks became less risky individually but posed greater risks to the financial system at the same time

R Nijskens, W Wagner - Journal of Banking & Finance, 2011 - Elsevier
A main cause of the crisis of 2007–2009 is the various ways through which banks have
transferred credit risk in the financial system. We study the systematic risk of banks before …

[PDF][PDF] Financial crises and bank funding: recent experience in the euro area

A Rixtel, G Gasperini - 2013 - elischolar.library.yale.edu
This paper provides an overview of bank funding trends in the euro area following the 2007–
09 global financial crisis and the euro area crisis. It shows that funding has become …

Securitization and bank performance

B Casu, A Clare, A Sarkisyan… - Journal of money, credit …, 2013 - Wiley Online Library
Using predominantly precrisis US commercial bank data, this paper employs a propensity
score matching approach to analyze whether individual banks did improve their …

Sustainable development and the financial system: Society's perceptions about socially responsible investing

E Escrig‐Olmedo, MJ Muñoz‐Torres… - … Strategy and the …, 2013 - Wiley Online Library
The debate surrounding the financial needs of investors and the impact on society of
investment is considered to be an important research topic due to the growth of socially …

Bank systemic risk and macroeconomic shocks: Canadian and US evidence

C Calmes, R Théoret - Journal of Banking & Finance, 2014 - Elsevier
This paper investigates how banks, as a group, react to macroeconomic risk and uncertainty;
more specifically, it examines the relationship between bank systemic risk and changes and …

Determinants of loan securitization in European banking

C Farruggio, A Uhde - Journal of Banking & Finance, 2015 - Elsevier
Analyzing 75 securitizing and non-securitizing stock-listed banks in the EU-13 plus
Switzerland over the period from 1997 to 2010, this paper provides empirical evidence that …