Is bank risk appetite relevant to bank default in times of Covid-19?
The paper aims to analyze the effect of bank risk appetite on banks' default probabilities during the year of COVID-19 in 12 countries while controlling for bank-specific and country-specific effects over time. A System Generalized Methods of Moments (GMM) model of default probabilities is esti...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Elsevier
2022
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| Online Access: | http://psasir.upm.edu.my/id/eprint/102011/ https://www.sciencedirect.com/science/article/pii/S130307012200021X |
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| Institution: | Universiti Putra Malaysia |