This research examines the relationship between bank board structure and bank risk-taking by focusing on the risk exposure in extreme conditions (tail risks) both for the individual banks (expected shortfall) and for the bank in relation to extreme market conditions (systemic risk).
Does corporate governance matter in sistemic risk-taking? Evidence from European banks / Battaglia, F.; Curcio, Domenico; Gallo, A.. - (2013). (Intervento presentato al convegno Financial Intermediation Network of European Studies Conference tenutosi a Lecce nel 19-21 settembre 2013).
Does corporate governance matter in sistemic risk-taking? Evidence from European banks
CURCIO, DOMENICO;
2013
Abstract
This research examines the relationship between bank board structure and bank risk-taking by focusing on the risk exposure in extreme conditions (tail risks) both for the individual banks (expected shortfall) and for the bank in relation to extreme market conditions (systemic risk).File in questo prodotto:
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