Results 231 to 240 of about 13,722 (266)
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 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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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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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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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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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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