Bank Size, Capital, and Systemic Risk: Some International Evidence
作者： Luc Laeven , Lev Ratnovski , Hui Tong
DOI: 10.2139/SSRN.2508910
关键词:
摘要: … during the recent financial crisis to identify bank specific factors that determine risk. We find that systemic risk grows with bank size and is inversely related to bank capital, and this effect …
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