Complexity and bank risk during the financial crisis

Thomas Krause, Talina Sondershaus, Lena Tonzer

Research output: Contribution to journalArticlepeer-review


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 languageEnglish
Pages (from-to)114-117
Number of pages4
JournalEconomics Letters
Publication statusPublished - 2017 Jan
Externally publishedYes

Subject classification (UKÄ)

  • Economics


  • Bank risk
  • Complexity
  • G01
  • G20
  • G33


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