Database of systemic risk.

Abstract

The effect of capital on bank risk was examined empirically using a bank-level database of 1,200 publicly traded banks in over 45 countries over the 1998 to 2012 period. The database of systemic risk is available as a csv file.

Citation

Anginer, D.; Demirguc-Kunt, A. Database of systemic risk. (2014)

Database of systemic risk.

Published 1 January 2014