Risk and Solvency in Banking - An Empirical Analysis with Panel Data (1997-2008)

7 Pages Posted: 5 Oct 2010

Date Written: October 4, 2010

Abstract

In the present paper an effort will be made to show that, in banking sector, risk has a negative impact on solvency and that risk is the main determinant of solvency. Panel data will be used during the period 1997-2008 in European banks as well as in the United States ones. Data source is O.E.C.D. The elaboration of the model is made feasible through the Eviews software package.

Keywords: Econometric models with panel data (single equation), Banking, Risk, Solvency

JEL Classification: C23, E5, G32

Suggested Citation

Georgiou, Miltiades N., Risk and Solvency in Banking - An Empirical Analysis with Panel Data (1997-2008) (October 4, 2010). Available at SSRN: https://ssrn.com/abstract=1686928 or http://dx.doi.org/10.2139/ssrn.1686928

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