Results 261 to 270 of about 3,121,068 (314)
Dynamic financial tail risk networks: A backtesting-based conditional expected shortfall approach. [PDF]
PLoS OneZhang D, Yan X, Shen F.
europepmc +1 more source
Assessing the investment risk: An empirical analysis of Altman's Z-score model. [PDF]
PLoS OneAhmed KA, Fatima A, Sohail F, Jamal K.
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Using ensemble learning and explainable AI to predict bank marketing customer subscription. [PDF]
Sci RepWang W, Liu Q, Li S, Feng H.
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Mobilizing the banking sector for universal health coverage: a new frontier for public-private partnerships. [PDF]
Front Health ServObi CG, Uzor FU.
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Structural adjustment: damages, reparations and pathways to non-recurrence. [PDF]
BMJ Glob HealthHickel J +3 more
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The Economic Journal, 2012
This article reports estimates of the long-run costs and benefits of having banks fund more of their assets with loss-absorbing capital, or equity. We model how shifts in funding affect required rates of return and how costs are influenced by the tax system.
Marcheggiano, Gilberto +2 more
openaire +3 more sources
This article reports estimates of the long-run costs and benefits of having banks fund more of their assets with loss-absorbing capital, or equity. We model how shifts in funding affect required rates of return and how costs are influenced by the tax system.
Marcheggiano, Gilberto +2 more
openaire +3 more sources
Bank Capital and Risk Taking [PDF]
SSRN Electronic Journal, 1999 Bank risk-taking and capitalisation is studied in a continuous time model with a closed form solution, assuming uncertain cash flow, random regulatory audit, and a constraint on equity issue. Capital reserves are built up towards a desired level as an insurance against the threat of liquidation.
Alistair Milne, A Elizabeth Whalley
openaire +1 more source