Search Results - "Liability"

Bank capital and monetary policy transmission : analyzing the central bank's dilemma in the indian context

Sengupta, Rajeswari; Vardhan, Harsh; Verma, Akhilesh - 2024

Persistent link: https://www.econbiz.de/10015078026

Optimal investment for asset-liability management with delay and partial information under Ornstein-Uhlenbeck process

Chen, Dengsheng; Yang, Wensheng; Wang, Chengben - In: Pacific-Basin finance journal 86 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015095152

Synthetic unlimited liability

Miller, Stephen Matteo - In: Economics letters 241 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015078223

Bank liquidity risk management through stable and volatile markets : the role of the asset-liability committee and lessons learned for the balance sheet governance operating model

Choudhry, Moorad; Trythall, Claire; Laban, Diyama Abu - In: Journal of risk management in financial institutions 17 (2024) 3, pp. 238-248

Persistent link: https://www.econbiz.de/10014632934

Seller liability versus platform liability : optimal liability rule and law enforcement in the platform economy

Kim, Jeong-yoo - In: European journal of law and economics 58 (2024) 1, pp. 119-148

Persistent link: https://www.econbiz.de/10015079768

The Determinants of profitability in the city commercial banks : case of China

Jigeer, Shawuya; Koroleva, Ekaterina - In: Risks : open access journal 11 (2023) 3, pp. 1-21

This study uses a panel data regression model to investigate how internal and external factors affect the profitability of city commercial banks in China. The research sample consists of 16 listed city commercial banks with an unbalanced dataset covering the time period within the period of...

Persistent link: https://www.econbiz.de/10014246360

Application of Deep Reinforcement Learning in Asset Liability Management

Wekwete, Takura; Kufakunesu, Rodwell; van Zyl, Gusti - 2023

Asset Liability Management (ALM) is an essential risk management technique in Quantitative Finance and Actuarial …

Persistent link: https://www.econbiz.de/10014362137

Macroprudential Policy Tightening, Loan Loss Provisioning and Income Smoothing : Empirical Evidence from European Economic Area Banks

Olszak, Małgorzata; Godlewski, Christophe J.; … - 2023

In this study, we provide evidence of the effects of macroprudential policy tightening on loan loss provisions (LLP) and income smoothing of European Economic Area (EEA) banks. Overall, we find that tightening actions of macroprudential policy reduce LLP, but the results depend on the period of...

Persistent link: https://www.econbiz.de/10014355839

Dynamics of Asset and Liability Management Determinants of Bank Profitability

Ugoani, John; Uju, Assumpta Ogu - 2023

units for the growth of their profitability, the financial system and the whole economy. Asset and liability management is … that asset and liability management affects so many aspects of a bank, it is usually done by a committee rather than an … committee is traditionally called the Asset and Liability Committee. Asset-liability management is the effective management of …

Persistent link: https://www.econbiz.de/10014351054

Internally-assessed bank capital requirements and loan portfolio spreads

Mascia, Danilo V. - In: British journal of management 34 (2023) 4, pp. 2334-2353

Persistent link: https://www.econbiz.de/10014431473