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Viewing Risk Measures as information
Guegan, Dominique; Tarrant, Wayne - HAL - 2012
situations. We give examples, showing the need for the reporting of multiple risk measures in order to determine a bank's loss …
Persistent link: https://www.econbiz.de/10010930200
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On the Necessity of Five Risk Measures
Guegan, Dominique; Tarrant, Wayne - HAL - 2012
, showing the need for five risk measures in order to compute a capital in relation to the risk to which the bank is exposed. In …
Persistent link: https://www.econbiz.de/10010610166
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High-Frequency Risk Measures
Banulescu, Denisa Georgiana; Colletaz, Gilbert; Hurlin, … - HAL - 2013
illustrated in an empirical application for two stocks (Bank of America and Microsoft) and an exchange-traded fund (ETF) based on …
Persistent link: https://www.econbiz.de/10010821448
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Female Access to Credit in France: How Microfinance Institutions Import Disparate Treatment from Banks
Cozarenco, Anastasia; Szafarz, Ariane - HAL - 2013
This paper compares the loans granted to male and female entrepreneurs by a French microfinance institution (MFI). The sample period is split in two: before and after the MFI implemented France's regulatory EUR 10,000 loan ceiling. In the first period, the MFI does not co-finance projects with...
Persistent link: https://www.econbiz.de/10010933836
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The use of accounting and stock market data to predict bank financial distress: the case of East Asian banks
Distinguin, Isabelle; Tarazi, Amine; Trinidad, Jocelyn - HAL - 2008
This paper investigates whether market information could add to accounting information in the prediction of bank …
Persistent link: https://www.econbiz.de/10010821430
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Measuring competition in banking: A critical review of methods
LEON, Florian - HAL - 2014
Many studies have attempted to investigate the determinants and implications of competition in the banking industry. The literature on the measurement of competition can be divided between the structural and non-structural approaches. The structural approach infers the degree of competition from...
Persistent link: https://www.econbiz.de/10010899551