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Strong boards, ownership concentration and EU banks’ systemic risk-taking: Evidence from the financial crisis

  • Published:2017-01 Issue: Volume:46 Page:128-146
  • ISSN:1042-4431
  • Container-title:Journal of International Financial Markets, Institutions and Money
  • language:en
  • Short-container-title:Journal of International Financial Markets, Institutions and Money

Author:

Battaglia Francesca,Gallo Angela

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference79 articles.

1. Securitization without risk transfer;Acharya,2013

2. Acharya, V., Pedersen, L., Philippe, T., Richardson, M., 2010. Measuring systemic risk. Technical Report Department of Finance NYU.

3. Analyzing systemic risk of the European banking sector;Acharya,2012

4. A theory of friendly boards;Adams;J. Finance,2007

5. Governance and the financial crisis;Adams;Int. Rev. Financ.,2012

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1. Get advanced or retreat: well-informed board and bank risk-taking;Review of Accounting and Finance;2024-04-17

2. The case for CASE: Estimating heterogeneous systemic effects;Journal of Banking & Finance;2023-12

3. Policy uncertainty and bank systemic risk: A perspective of risk decomposition;Journal of International Financial Markets, Institutions and Money;2023-10

4. How do board and ownership characteristics affect bank risk-taking? New evidence from sub-Saharan Africa;Journal of Banking Regulation;2023-09-12

5. Corporate governance and systemic risk: Evidence from Chinese-listed banks;International Review of Economics & Finance;2023-09
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