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The impact of the Basel accord on Greek banks : a stress test study
Leventides, John; Donatou, Anna - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 181-197
In this paper, we study the impact of extreme events on the loan portfolios of the Greek banking system. These … banking organization as well as the added capital that will be needed in order to hedge that risk. The execution of the …
Persistent link: https://www.econbiz.de/10011545145
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Models for risk aggregation and sensitivity analysis : an application to bank economic capital
Inanoglu, Hulusi; Jacobs, Michael - In: Journal of risk and financial management : JRFM 2 (2009) 1, pp. 118-189
risk, having Basel Pillar II of Basel implications. Second, we utilize data from major banking institutions’ loss …
Persistent link: https://www.econbiz.de/10011556126
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Are incurred loss standards countercyclical? : a case study using U.S. bank holding company data
Du, Fang; Hancock, Diana; Hafften, Alexander H. von - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-30
After the 2008 global financial crisis, U.S. bank holding companies needing to cover larger-than-expected loan losses raised concerns that existing provision accounting may be procyclical. Most related studies have found evidence of procyclicality using either aggregate time-series data or...
Persistent link: https://www.econbiz.de/10013161851
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Market misreaction? : leverage and mergers and acquisitions
Krishnan, C. N. V.; Yakimenko, Vasiliy - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-21
Using a large database of U.S. mergers and acquisitions (M&As) announced from 2010 through 2017, we examine the effects of capital ratio (leverage) on the announcement period stock price reaction as well as on longer-term stock returns and performance, for banks, making comparisons with...
Persistent link: https://www.econbiz.de/10013165300
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Sovereign exposures of European banks : it is not all doom
Lamers, Martien; Present, Thomas; Vander Vennet, Rudi - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-24
We investigate whether sovereign bond holdings of European banks are determined by a risk-return trade-off. Using data between 2011 and 2018 for 75 European banks, we confirm that banks exhibited risk-taking behavior during the sovereign debt crisis, e.g., due to moral suasion. In the period...
Persistent link: https://www.econbiz.de/10012821286
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The impact of corporate governance on the financial performance of the banking sector in the MENA (Middle Eastern and North African) region : an immunity test of banks for COVID-19
El-Chaarani, Hani; Abraham, Rebecca; Skaf, Yahya - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-21
and non-financial information on the banking sector, followed by fixed effects regressions and two-stage least squares …
Persistent link: https://www.econbiz.de/10012872639
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Bank risk capital and its effectiveness in selected euro area banking sectors
Pyka, Irena; Nocoń, Aleksandra - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-18
study is identification of interdependencies between bank risk capital and effectiveness of the aggregated Eurozone banking … sector and selected national banking sectors of the euro area. The paper tries to answer the research question whether the … analyzed banking sectors, however with different intensity. Thereby, the article fulfils a research gap in the field of …
Persistent link: https://www.econbiz.de/10012796224
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COVID 19 and bank profitability in low income countries : the case of Uganda
Katusiime, Lorna - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-19
This study investigates the impact of the COVID-19 pandemic on banking sector profitability in Uganda for the period … in the short run, although persistence is only moderate, suggesting that the Ugandan banking sector may not have large …
Persistent link: https://www.econbiz.de/10012799142
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FinTechs, BigTechs and banks : when cooperation and when competition?
Harasim, Janina - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-16
While there is a fast-growing number of studies on FinTech, the relationships between technology companies and banks have received only limited attention in the research literature. Most of the studies on FinTech-bank interactions conducted so far address the questions: why banks collaborate...
Persistent link: https://www.econbiz.de/10012800230
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Determinants of bank M&As in Central and Eastern Europe
Andrieş, Alin Marius; Cazan, Sabina; Sprincean, Nicu - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-19
objective of the study is to identify those mutual characteristics of all banking institutions from Central and Eastern Europe … decision of merging, including the size of the bank, profitability, lending activities, liquidity, bank concentration, banking …
Persistent link: https://www.econbiz.de/10012801621