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Size, Risk, and Governance in European Banking$
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Jens Hagendorff, Kevin Keasey, and Francesco Vallascas

Print publication date: 2013

Print ISBN-13: 9780199694891

Published to Oxford Scholarship Online: January 2014

DOI: 10.1093/acprof:oso/9780199694891.001.0001

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Bank Systemic Size and Systemic Crises

Bank Systemic Size and Systemic Crises

Chapter:
(p.12) (p.13) 2 Bank Systemic Size and Systemic Crises
Source:
Size, Risk, and Governance in European Banking
Author(s):

Jens Hagendorff

Publisher:
Oxford University Press
DOI:10.1093/acprof:oso/9780199694891.003.0002

This chapter analyzes the relationship between systemic size, measured as the ratio of bank assets to GDP, and bank risk. Given the emphasis is on systemic size, we take an international sample of banks to form a backdrop to later chapters and demonstrate that systemic size does not affect bank risk-taking in general. However, and consistent with explanations that systemically large banks maximize the value of the financial safety net, we show that systemically larger banks engaged in more aggressive risk-taking during the recent crisis.

Keywords:   Bank Size, Systemic Crises, Regulation

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