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Review of Financial Studies 2026

Risk Managers in Banks

Matthias Efing1; Patrick Kampkötter2; Vincent Maurin1

1 HEC Paris · 2 University of Tübingen

open access

Abstract

Some bank regulators require that performance bonuses for risk managers (RMs) and for employees in front offices (FOs) be linked to distinct performance metrics, as correlated pay incentives could lead RMs to rubber-stamp risky investments. We theoretically show that a positive correlation between FOs and RMs is optimal for banks, but can be socially excessive in leveraged institutions. Using data from German bank employees, we show empirically that incentive pay is indeed positively correlated between RMs and FOs. Consistent with our predictions, bonus correlations are higher in banks with higher leverage and weaker performance during the Great Financial Crisis.

DOI
10.1093/rfs/hhag012
Language
en
Sources
openalex crossref

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