The role of complexity for bank risk during the financial crisis : evidence from a novel dataset / Thomas Krause, Talina Sondershaus, Lena Tonzer
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The role of complexity for bank risk during the financial crisis
Discovery
859691292
URN
urn:nbn:de:gbv:3:2-54641
DOI
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Publication history
Halle (Saale), Germany : Halle Institute for Economic Research (IWH), May 2016
Content
1 Online-Ressource (III, 31 Seiten, 0,82 MB) : Diagramme
Edition
Language
eng
Comment
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. This heterogeneity advises against the use of a single complexity measure when evaluating the implications of bank complexity.
Series
IWH-Diskussionspapiere ; no. 17/2016 ppn:837399270