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Determinants of European bank risk during financial crisis

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  • Wiem Ben Jabra
  • Zouheir Mighri
  • Faysal Mansouri

Abstract

This paper examines the determinants of European bank risk-taking during major financial crisis. Using a sample of banks from 26 countries over the period 2005–2015, we examine the nature of the relationship between bank risk, bank characteristics, regulatory, institutional and macroeconomic variables. We use a dynamic panel data modeling structure to capture the potential discrepancies in risk-taking behavior. We subdivide our sample into two sub-samples (East Europe and West Europe countries). We show that macroeconomic and regulatory variables seem to have non-negligible impact on bank risk-taking attitudes. We document that the relationship between bank risk, internal and external factors differs across samples.

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  • Wiem Ben Jabra & Zouheir Mighri & Faysal Mansouri, 2017. "Determinants of European bank risk during financial crisis," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1298420-129, January.
  • Handle: RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1298420
    DOI: 10.1080/23322039.2017.1298420
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