management and risk- taking practices of banks affect the outcome. The results are surprisingly robust and they mean that it may … banking crisis! Further, both quality of loans and management and risk-taking practices play a role. The results suggest that …

measure of co-movements in bank risk by means of a dynamic factor model, which allows to decompose an indicator of bank … component. Our results show the commonality in bank risk appears to have significantly increased since 1999, in particular if …

unambiguous increase in risk to the banking firm which implies a higher probability of a banking crisis following FL. Less … incentives to engage in risk and the risk structure of the banking system. Moral hazard plays an important role in this increase … in risk to the banking sector. This questions the ''innocence'' of the bank owners in the crisis that have often followed …

Value-at-Risk (VaR) determines the probability of a portfolio of assets losing a certain amount in a given time period … due to adverse market conditions with a particular level of confidence. Value-at-Risk has received considerable attention … from financial economists and financial practitioners for its use in risk reporting, in particular the risks of derivatives …

transformation of the fund management industry in Singapore and focus on the improvement of its risk management practices. This … quality of both the survey responses and of the reported risk management practices has improved in the past three years. The …, investment styles and various kinds of risk exposures. Regrettably, still two thirds of the unit trusts do not provide any risk …

Many interest rates are as volatile as exchange rates and thus represent an equally important source of risk for … interest rate exposure of nonfinancial firms. Consequently, this paper investigates the impact of interest rate risk on a large …

rate risk on firm value could be detected empirically. This paper investigates whether the results of previous studies can …