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Size and earnings volatility of US bank holding companies

Haan, Jakob de; Poghosyan, Tigran - In: Journal of banking & finance 36 (2012) 11, pp. 3008-3016

Persistent link: https://www.econbiz.de/10009673003

What types of banks profit most from fees charged? : a cross-country examination of bank-specific and country-level determinants

Tennant, David; Sutherland, Richard - In: Journal of banking & finance 49 (2014), pp. 178-190

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The nexus between loan portfolio size and volatility : Does bank capital regulation matter?

Bremus, Franziska; Ludolph, Melina - In: Journal of banking & finance 127 (2021), pp. 1-15

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Interconnectedness of global systemically-important banks and insurers

Malik, Sheheryar; Xu, TengTeng - 2017

GSIBs and GSIIs, using publicly-available daily equity returns and intra-day volatility data from October 2007 to August … 2016. Results reveal strong regional clusters of return and volatility connectedness amongst GSIBs and GSIIs. Compared to …

Persistent link: https://www.econbiz.de/10011743090

Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate

Souto, Marcos - 2007

appropriately. Finally, we implement a simple stochastic volatility model and simulate the credit transition matrix for two large … the constant volatility case. In particular, it can shift CTM probabilities towards lower credit risk categories …