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Archive » November 2014 » Bank bonds funding in Europe and in the Us: the impact of crisis

Bank bonds funding in Europe and in the Us: the impact of crisis

Paola Bongini, Arturo Patarnello, Emanuele Filiberto Rossi, Monica Rossolini
November 2014 - n. 11
Jel codes: G01, G21, G28

What are the determinants of bank bonds risk premiums? An analysis on European and American bank bonds in 2006-2012 tries to ascertain the effects of perceived risks during the financial crisis in three areas: insolvency, liquidity and systemic risks

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