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Risk and hedging: Do credit derivatives increase bank risk?

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2014Derivatives holdings and systemic risk in the U.S. banking sector112 cited
2008The Impacts of Securitization on US Bank Holding Companies97 cited

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2008Common risk factors in bank stocks96 cited

2007Does Credit Securitization Reduce Bank Risk? Evidence from the European CDO Market96 cited

2009Bank Risk and Monetary Policy89 cited

2013Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence81 cited

2006Are the Causes of Bank Distress Changing? Can Researchers Keep Up?81 cited

2012Credit risk securitization and bank soundness in Europe78 cited

2020Financial innovation and bank growth: The role of institutional environments72 cited

2010Securitization and systematic risk in European banking: Empirical evidence69 cited

2016The effect of financial innovation on European banks' risk59 cited

2013Securitization and systemic risk: An empirical investigation on Italian banks over the financial crisis53 cited

2007Who Transfers Credit Risk? Determinants of the Use of Credit Derivatives by Large US Banks49 cited

2016Securitization and lending standards: Evidence from the European wholesale loan market47 cited