Research

Work in progress

Bank lending specialization and informational advantages in credit risk assessment (with Fabio Tamburrini)

Loan performance and loan loss provisioning in the presence of physical risk (with Michael Grill, Chloe Larkou and Wolfgang Lefever)

Designing a macroprudential capital buffer for climate-related risks (with Florian Bartsch, Iulia Busies, Tina Emambakhsh, Michael Grill, Martina Spaggiari and Fabio Tamburrini)

Publications

Curse and blessing: the effect of the dividend ban on euro area bank valuations and syndicated lending (with Emiel Sanders and Rudi Vander Vennet)
Journal of Banking & Finance, Volume 163, June 2024, 107190

European bank margins at the zero lower bound (with Thomas Present and Rudi Vander Vennet)
Journal of International Money and Finance, Volume 131, March 2023, 102803

Does diversification protect European banks' market valuations in a pandemic? (with Rudi Vander Vennet)
Finance Research Letters, Volume 44, January 2022, 102093

Bank performance in Europe and the US: a divergence in market-to-book ratios (with Rudi Vander Vennet)
Finance Research Letters, Volume 40, May 2021, 101672