Complexity and bank risk during the financial crisis

Thomas Krause, Talina Sondershaus and Lena Tonzer

Economics Letters, 2017, vol. 150, issue C, 118-121

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.

Keywords: Bank risk; Complexity; Globalization (search for similar items in EconPapers)
JEL-codes: G01 G20 G33 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (23)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:150:y:2017:i:c:p:118-121

DOI: 10.1016/j.econlet.2016.11.026

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