Results 171 to 180 of about 365,077 (215)
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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Financial Review, 2021
AbstractUsing the 2007–2009 financial crisis as a quasi‐natural experiment, we show that banks with investors holding simultaneously both equity and bonds (dual‐holders) exhibit lower risk and superior performance. Dual‐holders' influence is higher in more opaque banks, indicating that the mechanism of transmission is through a decrease in information ...
Stefano Bonini, Ali Taatian
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AbstractUsing the 2007–2009 financial crisis as a quasi‐natural experiment, we show that banks with investors holding simultaneously both equity and bonds (dual‐holders) exhibit lower risk and superior performance. Dual‐holders' influence is higher in more opaque banks, indicating that the mechanism of transmission is through a decrease in information ...
Stefano Bonini, Ali Taatian
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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
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1984
The principal function of banks, as we saw in Chapter 2, is the collection of deposits from those with cash resources surplus to their immediate requirements and the on-lending of these cash resources, in one form or another, to those with an immediate need for them.
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The principal function of banks, as we saw in Chapter 2, is the collection of deposits from those with cash resources surplus to their immediate requirements and the on-lending of these cash resources, in one form or another, to those with an immediate need for them.
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Bank regulation and risk-taking incentives: An international comparison of bank risk
Journal of Banking & Finance, 2003Abstract This paper uses a panel database of 251 banks in 36 countries to analyze the impact of bank regulation on bank charter value and risk-taking. After controlling for deposit insurance and for the quality of a country's contracting environment, the results indicate that regulatory restrictions increase banks' risk-taking incentives by reducing ...
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Is Bank Default Risk Systematic?
SSRN Electronic Journal, 2011Abstract We evaluate the impact of commonly used indicators of bank distress on broad (i.e. sector and country) risks. This issue deserves special attention in the banking industry where there is a strong degree of interconnectedness among institutions and the default of a single bank may cause a cascading failure, which could potentially bankrupt ...
FIORDELISI, FRANCO +1 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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Theory of Bank Efficiency and Bank Risk
2016Before proceeding to the estimation of bank efficiency, bank risk and the impact of risk on efficiency in the Chinese banking industry, it is essential to understand relevant theories. This chapter will firstly discuss each of the theories of technical efficiency, cost efficiency, revenue efficiency and profit efficiency, using diagrams.
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Bank Fragility and Risk Management
SSRN Electronic JournalShocks to a bank's ability to raise liquidity at short notice can trigger depositor panics. Why don't banks take a more active role in managing these risks? We study contingent risk management (hedging) in a standard global-games model of a bank run. Banks fail to hedge precisely when the exposure to a shock is most severe, just when risk management ...
Ahnert, Toni +3 more
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