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).
Board structure and tail and systemic risk-taking: evidence from European banks / Battaglia, F.; Curcio, Domenico; Gallo, A.. - (2014). (Intervento presentato al convegno European Financial Management Association 2014 Annual Meeting tenutosi a Roma nel 25-28 giugno 2014).
Board structure and tail and systemic risk-taking: evidence from European banks
CURCIO, DOMENICO;
2014
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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