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The prevalence of credit risk in Greek banking : risk management & methodology for evaluating corporate credit risk and Greek business environment

Balomenou, Chrysanthi; Magridis, John - 2011

Our article consists of the following 4 parts: - In the first part: documented the importance of credit risk with the presentation - analysis of the growth of 6 Greek major financial institutions loan portfolio, for the period 2001 to 2008 and comparison of the loan amount with their own funds...

Persistent link: https://www.econbiz.de/10011539455

Testing macroprudential stress tests : the risk of regulatory risk weights

Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - In: Journal of monetary economics 65 (2014), pp. 36-53

Persistent link: https://www.econbiz.de/10010485270

Where is the risk? : is agricultural banking really more difficult than other sectors?

Maurer, Klaus - In: Finance for food : towards new agricultural and rural …, (pp. 139-165). 2014

Persistent link: https://www.econbiz.de/10010392821

On the network topology of variance decompositions : measuring the connectedness of financial firms

Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134

Persistent link: https://www.econbiz.de/10010497110

Effect of the time to maturity on the risk of the covered call strategy

Dziawgo, Ewa - In: Eurasian economic perspectives : proceedings of the …, (pp. 67-75). 2020

This chapter illustrates the selected issues connected with the covered call strategy: the strategy design, the impact of certain variables (the price of the underlying asset and time to expiration (maturity) on the performance of the values of the ratios delta, gamma, vega, theta, and rho....

Persistent link: https://www.econbiz.de/10012793374

Risk-taking model in Indonesian banking companies

Putri, Reisa Dyasvaro Zulanda; Sri Hasnawati; … - In: The future opportunities and challenges of business in …, (pp. 53-57). 2020

Persistent link: https://www.econbiz.de/10012310727

Risk management methodologies : an empirical macro-prudential approach for a resilient regulatory framework for the islamic finance industry

Alamad, Samir - In: Macroprudential regulation and policy for the Islamic …, (pp. 57-77). 2016

Persistent link: https://www.econbiz.de/10011568063

The measurement of operational risk capital costs with an advanced measurement approach through the loss distribution approach (a case study in one of the Indonesia's state-owned b...

Hartini, Rina; Hartoyo, S.; Sasongko, H. - In: Competition and cooperation in economics and business : …, (pp. 167-177). 2018

Persistent link: https://www.econbiz.de/10011949721

What do a bank's legal expenses reveal about its internal controls and operational risk?

McNulty, James E.; Akhigbe, Aigbe O. - In: Journal of financial stability 30 (2017), pp. 181-191

Persistent link: https://www.econbiz.de/10011825605

Monitoring bank performance in the presence of risk

Epure, Mircea; Lafuente, Esteban - In: Journal of productivity analysis 44 (2015) 3, pp. 265-281

Persistent link: https://www.econbiz.de/10011578882