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Income diversification and risk: Does ownership matter? An empirical examination of Indian banks
Pennathur, Anita K.; Subrahmanyam, Vijaya; Vishwasrao, … - In: Journal of Banking & Finance 36 (2012) 8, pp. 2203-2215
We examine the impact of ownership on income diversification and risk for Indian banks over the period 2001–2009. We … investigate both the determinants of non-interest income and the impact of diversification on various profitability and insolvency … diversification benefits India’s public sector banks. Our research has implications for the changes in the risk profile for banks in …
Persistent link: https://www.econbiz.de/10010599646
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Systemic risk and diversification across European banks and insurers
Slijkerman, Jan Frederik; Schoenmaker, Dirk; Vries, … - In: Journal of Banking & Finance 37 (2013) 3, pp. 773-785
The mutual and cross company exposures to fat-tail distributed risks determine the potential impact of a financial crisis on banks and insurers. We examine the systemic interdependencies within and across the European banking and insurance sectors during times of stress by means of extreme value...
Persistent link: https://www.econbiz.de/10010608677
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The impacts of Gramm–Leach–Bliley bank diversification on value and risk
Filson, Darren; Olfati, Saman - In: Journal of Banking & Finance 41 (2014) C, pp. 209-221
Combined abnormal returns from U.S. bank holding company acquisitions during 2001–2011 suggest that diversification … returns over the prior year (characteristics consistent with models of optimal diversification). Results are inconclusive on …
Persistent link: https://www.econbiz.de/10010744375
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Don’t Stand So Close to Me: The role of supervisory style in banking stability
Carretta, Alessandro; Farina, Vincenzo; Fiordelisi, Franco - In: Journal of Banking & Finance 52 (2015) C, pp. 180-188
With the establishment of an integrated Banking Union, the harmonization of supervisory styles (regulation being equal) plays a central role. Our paper addresses a central question: what supervisory culture has been demonstrated to be most effective at ensuring the stability of European banks?...
Persistent link: https://www.econbiz.de/10011209843
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Capital regulation, bank competition, and financial stability
Hakenes, Hendrik; Schnabel, Isabel - In: Economics Letters 113 (2011) 3, pp. 256-258
We analyze capital requirements if banks compete for loans and deposits. Banks and firms are subject to a risk-shifting problem. The ambiguous effect of competition on banks’ risk-taking translates into an ambiguous effect of capital requirements on financial stability.
Persistent link: https://www.econbiz.de/10010576471
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Capital Regulation and Tail Risk
Perotti, Enrico C; Ratnovski, Lev; Vlahu, Razvan - C.E.P.R. Discussion Papers - 2011
The paper studies risk mitigation associated with capital regulation, in a context where banks may choose tail risk assets. We show that this undermines the traditional result that higher capital reduces excess risk-taking driven by limited liability. Moreover, higher capital may have an...
Persistent link: https://www.econbiz.de/10009246611
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A comparison of the original and revised Basel market risk frameworks for regulating bank capital
Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - In: Journal of Economic Behavior & Organization 85 (2013) C, pp. 249-268
Recognizing that many banks suffered trading losses that notably exceeded their minimum capital requirements during the recent crisis, the Basel Committee on Banking Supervision (2011) revised its regulatory framework for trading portfolios. In this paper, we compare: (1) the relative...
Persistent link: https://www.econbiz.de/10010608210
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Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books
Alexander, Gordon J.; Baptista, Alexandre M.; Yan, Shu - In: Journal of International Money and Finance 43 (2014) C, pp. 107-130
In attempting to promote international financial stability, the Basel Committee on Banking Supervision (2006) provided a framework that sought to control the amount of tail risk that large banks around the world would take in their trading books relative to their corresponding minimum capital...
Persistent link: https://www.econbiz.de/10010869433
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The Risk Map: A new tool for validating risk models
Colletaz, Gilbert; Hurlin, Christophe; Pérignon, Christophe - In: Journal of Banking & Finance 37 (2013) 10, pp. 3843-3854
This paper presents a new method to validate risk models: the Risk Map. This method jointly accounts for the number and the magnitude of extreme losses and graphically summarizes all information about the performance of a risk model. It relies on the concept of a super exception, which is...
Persistent link: https://www.econbiz.de/10010738291
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Luxembourg : addressing new challenges in a major financial sector
Wurzel, Eckhard; Azzopardi, Damien - 2015
management and investment funds and became a key contributor to growth. Diversification into new areas of financial asset … important for further diversification in the financial sector, building on Luxembourg’s existing comparative advantage and …
Persistent link: https://www.econbiz.de/10011399552