Using a sample of 161 global banks in 23 countries, we examine the applicability of structural models and bank … fundamentals to price global bank credit risk. First, we find that variables predicted by structural models (leverage, volatility …, and risk-free rate) are significantly associated with bank CDS spreads. Second, some CAMELS indicators, including asset …

​Using a sample of 161 global banks in 23 countries, we examine the applicability of structural models and bank … fundamentals to price global bank credit risk. First, we find that variables predicted by structural models (leverage, volatility …, and risk-free rate) are significantly associated with bank CDS spreads. Second, some CAMELS indicators, including asset …

This paper examines what institutional and bank-specific factors determine bank stock price synchronicity. Using data … on 37 countries from 1996–2007, we find that bank stocks are more aligned with the whole market during the financial …; and in countries that have lower bank-level disclosure. The results hold for both emerging and developed economy …

This paper examines what institutional and bank-specific factors determine bank stock price synchronicity. Using data … on 37 countries from 1996-2007, we find that bank stocks are more aligned with the whole market (1) during the financial … insurance; and (4) in countries that have lower bank-level disclosure. The results hold for both emerging and developed economy …

predict the accelerated bank risk that led to the subprime crisis in 2007. Our measure of risk also predicts the probability … of bank default both in the period of the default, but also well in advance of this default and before conventional … measures of bank risk. (Voittojen ja muiden kirjanpitosuureiden vaihtelun käyttö yrityksen konkurssiriskin estimoimiseksi on …

This paper provides cross-country evidence that variations in bank regulatory policies result in differences in income … securitization widens the distribution of income. We contend that these findings have new implications for the effects of bank …

are required to purchase a distressed bank because of political factors (the government's role), their performances are at …

research that might help to prevent bank failures and financial crises …