different combinations of bank asset and funding sources and assess their impact on the mortgage crisis. We then estimate how … distinct strategies have affected bank profitability and risk before the crisis, and what impact they have put on the mortgage …

-variance (mean-standard deviation) approach to examine a banking firm investing in risky assets and hedging opportunities. The mean …-standard deviation framework can be used because our hedging model satisfies a scale and location condition. The focus of this study is … on how interest rate risk affects optimal bank investment in the loan and deposit market when derivatives are available …

banking crises. Recent findings show that government intervention results in only a small proportion of bank recoveries. This …

banking crises. Recent findings show that government intervention results in only a small proportion of bank recoveries. This …

securitisation is conducive to the optimal hedging of bank interest rate risk. The empirical results reported in this work suggest …

This paper empirically examines the effect of bank’s revenue diversification across different activities on the stock … increasing non-interest income share on the franchise values of banks, while there is no strong evidence that it reduce bank … risk, idiosyncratic risk, and total risk). Furthermore, we find that the effects of bank’s revenue diversification on …

This paper examines empirically the role of bank market power as an internal factor influencing banks’ reaction in … sectors over the period 1997-2010. Market power is estimated at the bank-year level, using a method that allows the efficient … estimation of marginal cost of banks also at the bank-year level. The findings show that banks with even moderate levels of …

evidence of a highly significant negative relationship between monetary policy rates and bank-risk taking. This finding remains …

This research paper studies the relationship between bank net interest margin (NIM) and non-interest income (NII) using …