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

Forskningsoutput: Tidskriftsbidrag › Artikel i vetenskaplig tidskrift › Peer review

Sammanfattning

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.

Originalspråk	engelska
Sidor (från-till)	114-117
Antal sidor	4
Tidskrift	Economics Letters
Volym	150
DOI	https://doi.org/10.1016/j.econlet.2016.11.026
Status	Published - 2017 jan.
Externt publicerad	Ja

Ämnesklassifikation (UKÄ)

Nationalekonomi

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10.1016/j.econlet.2016.11.026

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@article{5d34011fd31543d19a75a9d0fa2642fd,

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",

publisher = "Elsevier",

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TY - JOUR

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

Sammanfattning

Ämnesklassifikation (UKÄ)

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