Is bank risk appetite relevant to bank default in times of Covid-19?

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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Bibliographic Details
Main Authors:	Lee, Pei Ling, Lye, Chun Teck, Lee, Chin
Format:	Article
Published:	Elsevier 2022

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