Is bank risk appetite relevant to bank default in times of Covid-19?
The paper aims to analyze the effect of bank risk appetite on banks' default probabilities during the year of COVID-19 in 12 countries while controlling for bank-specific and country-specific effects over time. A System Generalized Methods of Moments (GMM) model of default probabilities is estimated...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Elsevier
2022-09-01
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| coleção: | Central Bank Review |
| Assuntos: | |
| Acesso em linha: | http://www.sciencedirect.com/science/article/pii/S130307012200021X |
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