While there is a growing debate among researchers and practitioners on the possible role of
central banks and financial regulators in supporting a smooth transition to a low-carbon …

This paper empirically tests the effect of FinTech development on bank risk taking using
unbalanced bank-level panel data from China for the period from 2011 to 2018. We use the …

This study examines the relationship between funding liquidity and bank risk taking. Using
quarterly data for US bank holding companies from 1986 to 2014, we find evidence that …

Using a large bank-level dataset, we test the relevance of both structural liquidity and capital
ratios, as defined in Basel III, on banks' probability of failure. To include all relevant episodes …

We analyze the roles of bank ownership, management, and compensation structures in
bank failures during the recent financial crisis. Our results suggest that failures are strongly …

Risk management has been a topic of great interest to Michael McAleer. Even as recent as
2020, his paper on risk management for COVID-19 was published. In his memory, this article …

Idiosyncratic volatility (IV) is a measure of firm specific information that is correlated with
lower stock returns. We explore the nexus between IV and corporate social responsibility …

Using US bank data from 1996 to 2013, this paper studies how liquidity risk affects bank
performance in financial crises. It finds that during the subprime crisis of 2007–09, liquidity …

We test whether and how US commercial banks actively managed their liquidity positions
between 1992 and 2012, prior to the implementation of the Basel III liquidity rules. On …

This paper discusses different definitions of systemic risk and identifies the challenges,
which regulators face in addressing this phenomenon. We conducted a systematic literature …