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Gender diversity in the boardroom and corporate cash holdings: The moderating effect of investor protection

Gupta, Namrata; Harymawan, Iman - In: Risks 10 (2022) 3, pp. 1-18

This paper investigates whether gender diversity in the boardroom is associated with corporate cash holdings and whether investor protection moderates the effect of corporate board gender diversity on corporate cash holdings. Using 20,750 firm-year observations from 33 countries, our analyses...

Persistent link: https://www.econbiz.de/10013200950

The use of discriminant analysis to assess the risk of bankruptcy of enterprises in crisis conditions using the example of the tourism sector in Poland

Wieprow, Joanna; Gawlik, Agnieszka - In: Risks 9 (2021) 4, pp. 1-11

The aim of this article is to use multiple discriminant analysis (MDA) and logit models to assess the risk of bankruptcy of companies in the Polish tourism sector in the crisis conditions caused by the COVID-19 pandemic. A review of the literature is used to select models appropriate to analyze...

Persistent link: https://www.econbiz.de/10013200746

CEO overconfidence and shadow-banking life insurer performance under government purchases of distressed assets

Chen, Shi; Lin, Jyh-horng; Yao, Wenyu; Huang, Fu-Wei - In: Risks 7 (2019) 1, pp. 1-25

management and machine learning. A large number of areas remain in bank risk management that could significantly benefit from the …

Persistent link: https://www.econbiz.de/10013200446

Bail-in or bail-out? Correlation networks to measure the systemic implications of bank resolution

Giudici, Paolo; Parisi, Laura - In: Risks 7 (2019) 1, pp. 1-25

contagion effects across financial institutions. The empirical findings reveal that the recapitalization of a distressed bank …

Persistent link: https://www.econbiz.de/10013200422

Scoring models and credit risk: The case of cooperative banks in Poland

Kil, Krzysztof; Ciukaj, Radoslaw; Chrzanowska, Justyna - In: Risks 9 (2021) 7, pp. 1-15

The aim of the research presented in the article was to analyse the legitimacy of the use of scoring models in banking activities, together with the assessment of the effectiveness of this tool in reducing the high value of the NPL ratio in Polish cooperative banks on the example of banks...

Persistent link: https://www.econbiz.de/10013200797

The wavelet analysis: The case of non-performing loans in China

Di Febo, Elisa; Angelini, Eliana - In: Risks 10 (2022) 2, pp. 1-17

reduction effect on NPLs, indicating that it affects commercial bank loan sizes by reducing enterprise demand for and bank …

Persistent link: https://www.econbiz.de/10013200923

Contingent convertible debt: The impact on equity holders

Boursicot, Delphine; Gauthier, Geneviève; … - In: Risks 7 (2019) 2, pp. 1-35

in the event of the bank's financial distress. CoCo carries two major risks: the risk of default, which threatens any … equity holders, the presence of CoCo in the bank's capital structure increases the shareholder's aggregate value. …

Persistent link: https://www.econbiz.de/10013200465

Machine learning in banking risk management: A literature review

Leo, Martin; Sharma, Suneel; Maddulety, K. - In: Risks 7 (2010) 1, pp. 1-22

management and machine learning. A large number of areas remain in bank risk management that could significantly benefit from the …

Persistent link: https://www.econbiz.de/10013200447

Operational resilience disclosures by banks: analysis of annual reports

Leo, Martin - In: Risks 8 (2020) 4, pp. 1-15

An array of developments impacting the financial services industry, such as increasing complexity, interconnectedness, third party dependencies and digitalization, means operational resilience will remain a significant area of concern for policy makers, investors and customers. The purpose of...

Persistent link: https://www.econbiz.de/10013200661

Estimating the BIS capital adequacy ratio for Korean banks using machine learning: Predicting by variable selection using random forest algorithms

Park, Jaewon; Shin, Minsoo; Heo, Wookjae - In: Risks 9 (2021) 2, pp. 1-19

The purpose of this study is to find the most important variables that represent the future projections of the Bank of … International Settlements' (BIS) capital adequacy ratio, which is the index of financial soundness in a bank as a comprehensive and …, managers and practitioners in the bank-related fields because this study highlights the key findings from the data …

Persistent link: https://www.econbiz.de/10013200701