Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/142018
Authors: 
Krause, Thomas
Sondershaus, Talina
Tonzer, Lena
Year of Publication: 
2016
Series/Report no.: 
IWH Discussion Papers 17/2016
Abstract: 
We construct a novel dataset to measure banks' complexity and relate it to banks' riskiness. The sample covers stock listed Euro area banks from 2007 to 2014. Bank stability is significantly affected by complexity, whereas the direction of the effect differs across complexity measures. This heterogeneity advises against the use of a single complexity measure when evaluating the implications of bank complexity.
Subjects: 
bank risk
complexity
globalization
JEL: 
G01
G20
G33
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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