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Bank capital buffer and portfolio risk: The influence of business cycle and revenue diversification
Shim, Jeungbo - In: Journal of Banking & Finance 37 (2013) 3, pp. 761-772
business cycle and bank default risk. Our analysis provides evidence of diversification benefits. The probability of insolvency …
Persistent link: https://www.econbiz.de/10010608671
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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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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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The relationship between net interest margin and noninterest income using a system estimation approach
Nguyen, James - In: Journal of Banking & Finance 36 (2012) 9, pp. 2429-2437
diversification benefits. However, the share of noninterest income is positively related to the return on assets (ROA) and the return …
Persistent link: https://www.econbiz.de/10010599663
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Financial constraints of private firms and bank lending behavior
Behr, Patrick; Norden, Lars; Noth, Felix - In: Journal of Banking & Finance 37 (2013) 9, pp. 3472-3485
We investigate whether and how financial constraints of private firms depend on bank lending behavior. Bank lending behavior, especially its scale, scope and timing, is largely driven by bank business models which differ between privately owned and state-owned banks. Using a unique dataset on...
Persistent link: https://www.econbiz.de/10010682613
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Uncertainty avoidance, risk tolerance and corporate takeover decisions
Frijns, Bart; Gilbert, Aaron; Lehnert, Thorsten; … - In: Journal of Banking & Finance 37 (2013) 7, pp. 2457-2471
In this paper, we examine the role of national culture in corporate takeover decisions, by arguing that managerial risk tolerance (a combination of risk aversion and risk perception), at the national level, is a cultural trait and affects the expected net synergies CEOs require. We propose a...
Persistent link: https://www.econbiz.de/10010666273
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Bailout uncertainty in a microfounded general equilibrium model of the financial system
Cukierman, Alex; Izhakian, Yehuda - In: Journal of Banking & Finance 52 (2015) C, pp. 160-179
This paper develops a micro-founded general equilibrium model of the financial system composed of ultimate borrowers, ultimate lenders and financial intermediaries. The model is used to investigate the impact of uncertainty about the likelihood of governmental bailouts on leverage, interest...
Persistent link: https://www.econbiz.de/10011209863
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Corporate social responsibility in the banking industry: Motives and financial performance
Wu, Meng-Wen; Shen, Chung-Hua - In: Journal of Banking & Finance 37 (2013) 9, pp. 3529-3547
The current study investigates the association between corporate social responsibility (CSR) and financial performance (FP), and discusses the driving motives of banks to engage in CSR. Three motives, namely, strategic choices, altruism, and greenwashing, suggest that the relationship between...
Persistent link: https://www.econbiz.de/10010682598
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The dynamics of spillover effects during the European sovereign debt turmoil
Alter, Adrian; Beyer, Andreas - In: Journal of Banking & Finance 42 (2014) C, pp. 134-153
In this paper we modify and extend the framework of Diebold and Yilmaz (2011) to quantify spillovers between sovereign credit markets and banks in the euro area. Spillovers are estimated recursively from a vector autoregressive model of daily changes in credit default swap (CDS) spreads with...
Persistent link: https://www.econbiz.de/10010753672
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The effect of banking regulation on cross-border lending
Fidrmuc, Jarko; Hainz, Christa - In: Journal of Banking & Finance 37 (2013) 5, pp. 1310-1322
Banking regulations often differ between countries: Some regulators require banks to document their evaluation of firms’ creditworthiness, which determines the banks’ choice of lending technology. In a theoretical model, we study how differences in regulation influence competition between...
Persistent link: https://www.econbiz.de/10010741770