This paper finds noninterest income is positively correlated with the total systemic risk for US
banks. Decomposing total systemic risk into three components, we find that noninterest …

We investigate bank capital, charter value, off-balance sheet activities, dividend payout ratio
and size as determinants of bank equity risk (systematic risk, total risk, interest rate risk and …

This paper investigates whether greater competition increases or decreases individual bank
and banking system risk. Using a new text‐based measure of competition, and an …

Using the GMM estimator, this paper empirically studies the bank-specific, industry specific
and macroeconomics specific determinants of bank profitability of 259 commercial banks in …

FSR is published biannually with the objecives: To improve public insight in terms of
understanding financial system stability. To evaluate potenial risks to financial system …

This study analyzes the role of corporate governance in the relationship among credit,
interest rate, and liquidity risks encountered by banks. In particular, the study investigates …

This paper investigates the size and development of banking book interest rate risk positions
of Dutch banks during 2008 to 2015. Due to hedging, interest rate risk is small and the …

Credit and interest rate risk in the banking book are the two most important risks faced by
commercial banks. In this paper we derive a consistent and general framework to measure …

We use a unique dataset to analyze how Italian banking groups managed their exposure to
interest rate risk during the recent financial crisis. First of all, we document that on average …

We use a unique dataset of German banks' exposure to interest rate risk to derive the
following statements about their exposure to this risk and their earnings from term …