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This study investigates the bank competition-stability nexus using a unique regulatory dataset provided by the Deutsche … Bundesbank over the period 1994 to 2010. First, we use outright bank defaults as the most direct measure of bank risk available … and contrast the results to weaker forms of bank distress. Second, we control for a wide array of different time …
Persistent link: https://www.econbiz.de/10009792985
Current research, especially after the financial crisis, highlights different key determinants of high risk bank … profiles. The main aim of this paper is to test, through an empirical model, the impact of various determinants of bank … business models on the bank risk with the purpose of enabling early identification of signals of risk and timely application of …
Persistent link: https://www.econbiz.de/10012306852
We argue that risk sharing motivates the bank-wide structure of bonus pay. In the presence of financial frictions that …
Persistent link: https://www.econbiz.de/10012118756
their effects on the bank risk, liquidity and profitability before the crisis event and contributes to the recent scarce … performance. Nevertheless, the effect of residential mortgage loans securitization on bank risk appeared to be negative after the … crisis, indicating that the securitization of this type of credit can reduce the bank risk in the detriment of a lower profit …
Persistent link: https://www.econbiz.de/10013435725
This study investigates the bank competition-stability nexus using a unique regulatory dataset provided by the Deutsche … Bundesbank over the period 1994 to 2010. First, we use outright bank defaults as the most direct measure of bank risk available … and contrast the results to weaker forms of bank distress. Second, we control for a wide array of different time …
Persistent link: https://www.econbiz.de/10010339963
(CG) and default probability in Pakistan. Such attention is required due to poor bank governance, which threatens banks …' stability. This empirical study's objective is to ascertain the impact of CG on bank default probability by considering banking … findings-show a significant relationship between banks' CG and bank efficiency. Banks' better CG practices will improve bank …
Persistent link: https://www.econbiz.de/10014501151
Persistent link: https://www.econbiz.de/10003328607
This paper gives an overview of the capital requirements for banks. Regulatory capital is analyzed, followed by the discussion of economic capital. These ideas are used to explain risk adjusted performance measures. -- Regulatorisches Kapital ; ökonomisches Kapital ; RAROC ; RORAC
Persistent link: https://www.econbiz.de/10003836945
Persistent link: https://www.econbiz.de/10003867025
Persistent link: https://www.econbiz.de/10003888287