their complexity by the Bank for International Settlements and the Federal Reserve. …

This article examines the impact of financial derivatives on systematic risk of publicly listed U.S. bank holding …

Using data from bank holding company regulatory reports, we examine the relationshipbetween stock repurchases and … financial performance for a large sample of bank holding companies over the years 1987 to 1998. The primary result is that … be driven primarily by bank holding companies with publicly traded stock, especially those companies whose stock is …

had a measurable effect on the stock market valuation of the forty-two bank holding companies subject to the SEC order. I …

mitigated when banks are better capitalized. We also find that these deviations are associated with bank depositor and borrower …

holding a further level of risk. We wish to establish how these risk behaviours interact with bank specific, market structure …This paper examines two aspects of bank risk with a particular emphasis on examining the interaction between them … associated with bank specific factors and the economic environment, whereas decreased risk taking is associated with market …

-adjusted performance measures and over time using a quantile regression of U.S. bank holding company data for the period 2000-2010. The net …

.S. bank holding companies (BHCs) from 1997 through 2010, we regress the capital and RBC ratios against six balance-sheet and …

We study the time-varying risk exposures of US bank holding companies for the 1986 to 2012 period by decomposing total … bank risk into systematic banking-industry risk, systematic market-wide risk, and idiosyncratic bank risk. Banking … stocks. In contrast, idiosyncratic risk reflects individual bank risk characteristics. We analyze the systematic bank risk …