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Green Credit, Bank Competitiveness And Bank Risk-Taking
International Review of Economics & Financeopenaire +1 more source
Internationalization and Bank Risk [PDF]
SSRN Electronic Journal, 2015 This paper documents a positive relation between internationalization and bank risk. This is consistent with the empirical dominance of the market risk hypothesis, whereby internationalization increases banks’ risk due to market-specific factors in foreign markets, over the diversification hypothesis, whereby internationalization allows banks to ...
Berger, Allen N. +3 more
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On Modeling Banking Risk [PDF]
SSRN Electronic Journal, 2014 The paper develops new indices of financial stability based on an explicit model of expected utility maximization by financial institutions subject to the classical technology restrictions of neoclassical production theory. The model can be estimated using standard econometric techniques, like GMM for dynamic panel data and latent factor analysis for ...
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Eastern Economic Journal, 2007 The paper investigates, and estimates, banks’ risk aversion that is factored into the spread between the interest rate on time deposits and the interest rate on non-time deposits. The estimation results indicate that the relative risk aversion coefficient estimates of individual banks fall between 0 and 1, but mostly around 0.2, thereby indicating that
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Bank Risk Management: Theory [PDF]
, 1999 Not too many years ago, the then Chairman of the U.S. House Banking Committee told me it was out of the question to require banks and savings and loans to mark their assets to market. Would anyone responsible for financial regulatory oversight have the temerity to be similarly dismissive today? I suspect the answer is yes.
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Banks’ Regulatory Risk Tolerance
In managing their capital, banks balance the risk of breaching regulatory requirements against the cost of maintaining and speedily restoring "management" buffers. Using 68 quarters of data on 17 US and 17 euro-area banks, we find systematic reductions in steady-state management buffer targets and attendant rises in regulatory risk tolerance (RRT ...Juselius, Mikael +2 more
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Bank levy and bank risk‐taking
Review of Financial Economics, 2017AbstractIn the aftermath of the recent financial crisis, several countries implemented a bank levy. This paper studies the impact of different types of bank levies on the risk‐taking behaviour of banks competing in the market for secured or unsecured debt à la Hotelling. We differentiate between three types of bank levies: a levy on secured liabilities,
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1999
Provides a comprehensive overview of topics dealing with the assessment, analysis, and management of financial risks in banking. The report emphasizes risk-management principles and stresses that key players in the corporate governance process are accountable for managing the different dimensions of financial risk.
Hennie Van Greuning +1 more
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Provides a comprehensive overview of topics dealing with the assessment, analysis, and management of financial risks in banking. The report emphasizes risk-management principles and stresses that key players in the corporate governance process are accountable for managing the different dimensions of financial risk.
Hennie Van Greuning +1 more
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Bank–SMEs relationships and banks’ risk-adjusted profitability
Journal of Banking & Finance, 2014This research investigates how SME performance, the typology of loans and the length and scope of relationships between small banks and SMEs affect the margin adjusted for the risk that each customer generates. After analysing 4285 firm-year observations from Finnish banks, the quality of a SME’s performance is found to be the major factor in ...
Fredriksson Antti, Moro Andrea
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Bank Risk, Financial Stress, and Bank Derivative Use
SSRN Electronic Journal, 2017This paper distinguishes hedging from speculative derivative usage by U.S. bank holding companies (BHCs). This is accomplished by implementing a multi‐step procedure that relates the implied volatility from options on these banks, the broad components of the Cleveland Federal Reserve Bank Financial Stress Index, and off‐balance sheet derivatives.
Barbara A. Bliss +2 more
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