This research examines the relationship between bank board structure and bank risk-taking by focusing on the risk exposure in extreme conditions (tail risks) both for the individual banks (expected shortfall) and for the bank in relation to extreme market conditions (systemic risk).

Board structure and tail and systemic risk-taking: evidence from European banks

CURCIO, DOMENICO;
2014

Abstract

This research examines the relationship between bank board structure and bank risk-taking by focusing on the risk exposure in extreme conditions (tail risks) both for the individual banks (expected shortfall) and for the bank in relation to extreme market conditions (systemic risk).
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/586028
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