Complexity and bank risk during the financial crisis

Thomas Krause; Talina Sondershaus; Lena Tonzer

doi:10.1016/j.econlet.2016.11.026

Complexity and bank risk during the financial crisis

Thomas Krause, Talina Sondershaus, Lena Tonzer

Research output: Contribution to journal › Article › peer-review

Abstract

We construct a novel dataset to measure banks’ complexity and relate it to banks’ riskiness. The sample covers stock listed Euro area banks from 2007 to 2014. Bank stability is significantly affected by complexity, whereas the direction of the effect differs across complexity measures.

Original language	English
Pages (from-to)	114-117
Number of pages	4
Journal	Economics Letters
Volume	150
DOIs	https://doi.org/10.1016/j.econlet.2016.11.026
Publication status	Published - 2017 Jan
Externally published	Yes

Subject classification (UKÄ)

Economics

Keywords

Bank risk
Complexity
G01
G20
G33

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10.1016/j.econlet.2016.11.026

Cite this

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title = "Complexity and bank risk during the financial crisis",

abstract = "We construct a novel dataset to measure banks{\textquoteright} complexity and relate it to banks{\textquoteright} riskiness. The sample covers stock listed Euro area banks from 2007 to 2014. Bank stability is significantly affected by complexity, whereas the direction of the effect differs across complexity measures.",

keywords = "Bank risk, Complexity, G01, G20, G33",

author = "Thomas Krause and Talina Sondershaus and Lena Tonzer",

year = "2017",

month = jan,

doi = "10.1016/j.econlet.2016.11.026",

language = "English",

volume = "150",

pages = "114--117",

journal = "Economics Letters",

issn = "0165-1765",

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T1 - Complexity and bank risk during the financial crisis

AU - Krause, Thomas

AU - Sondershaus, Talina

AU - Tonzer, Lena

PY - 2017/1

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N2 - We construct a novel dataset to measure banks’ complexity and relate it to banks’ riskiness. The sample covers stock listed Euro area banks from 2007 to 2014. Bank stability is significantly affected by complexity, whereas the direction of the effect differs across complexity measures.

AB - We construct a novel dataset to measure banks’ complexity and relate it to banks’ riskiness. The sample covers stock listed Euro area banks from 2007 to 2014. Bank stability is significantly affected by complexity, whereas the direction of the effect differs across complexity measures.

KW - Bank risk

KW - Complexity

KW - G01

KW - G20

KW - G33

U2 - 10.1016/j.econlet.2016.11.026

DO - 10.1016/j.econlet.2016.11.026

M3 - Article

SN - 0165-1765

VL - 150

SP - 114

EP - 117

JO - Economics Letters

JF - Economics Letters

ER -

Complexity and bank risk during the financial crisis

Abstract

Subject classification (UKÄ)

Keywords

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Cite this