Interest rates and bank risk-taking

By Matthaios D. Delis, Georgios P. Kouretas. 2011

561 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/9466e47ffbd6335331ca506ab3cee6a83279b9d7

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Citations in the corpus

Bank profitability and risk-taking under low interest rates (2017, background): “The results confirm that better capitalized banks are safer and have a lower risk exposure, see Delis & Kouretas (2011).”
The Risk Sensitivity of Capital Requirements: Evidence from an International Sample of Large Banks* (2013, background): “Fifth, we include additional macro controls such as interest rates (e.g., banks may face incentives to take on additional risk in a low interest rate environment, see Delis and Kouretas, 2011) and the value of domestic credit relative to the size of the economy.”
How Useful is the Marginal Expected Shortfall for the Measurement of Systemic Exposure? A Practical Assessment (2013, unknown): “= σi,tρi,tεm,t + σi,t √ 1− ρ(2)i,tξi,t (9) ( εm,t, ξi,t ) ∼ F (10)”
Competition and Financial Stability in European Cooperative Banks (2014, background): “, 2011), interest rate risk (Delis and Kouretas, 2011) or the broader default risk (Repullo, 2004; Schaeck et al.”
National culture and bank risk-taking (2017, unknown): “In addition, when interest rates decrease, the bank’s net interest marginal revenue decreases motivating bank management to find alternative income sources of higher yield, thus higher risk (Delis and Kouretas, 2011).”
Ownership Structure and Risk-Taking: Comparative Evidence from Private and State-Controlled Banks in China (2014, methodology): “Because non-performing loans cause losses for banks, a higher NPL is associated with higher credit risk (Delis and Kouretas, 2011).”
Factors influencing bank risk in Europe: Evidence from the financial crisis (2015, methodology): “The values of δ indicate a strong persistence in bank risk, as found in previous studies of the European banking sector (e.g., Delis and Kouretas, 2011).”