An Empirical Analysis of the Determinants of Bank’s Default Risk Across Europe
This thesis examines the joint role of macroeconomic and micro-bank specific determinants of bank risk using Z-score as quantifying measure of bank stability. We focus on the countries of the European region, analysing individual bank level data from 2011 to 2017, a period that the financial crisis...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2018
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| Online Access: | https://eprints.nottingham.ac.uk/54900/ |