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Back to the basics in banking? A micro-analysis of banking system stability
De Jonghe, Olivier - 2009
This paper analyzes the relationship between banks’ divergent strategies toward specialization and diversification of …
Persistent link: https://www.econbiz.de/10011506687
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Back to the basics in banking? : a micro-analysis of banking system stability
De Jonghe, Olivier - 2009
This paper analyzes the relationship between banks’ divergent strategies toward specialization and diversification of …
Persistent link: https://www.econbiz.de/10011598573
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Back to the Basics in Banking? A Micro-Analysis of Banking System Stability
JONGHE, O. DE - Faculteit Economie en Bedrijfskunde, Universiteit Gent - 2009
This paper analyzes the relationship between banks’ divergent strategies toward specialization and diversification of …
Persistent link: https://www.econbiz.de/10005007725
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Does non-interest income make banks more risky? Retail- versus investment-oriented banks
Köhler, Matthias - 2013
In this paper, we analyze the impact of banks' non-interest income share on risk in the German banking sector for the period between 2002 and 2010. Using linear and quantile regression estimators, we find that the impact of non-interest income on risk significantly differs depending on banks'...
Persistent link: https://www.econbiz.de/10010333077
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A false sense of security : why U.S. banks diversify and does it help?
Gandhi, Priyank; Kiefer, Patrick Christian; Plazzi, Alberto - 2016
. This paper investigates whether diversification influences banks' investment (credit) policy and profitability. Diversified … banks appear to benefit from “coinsurance,” supply more credit, and seem more profitable. However, diversification does not … diversification may impact banks' credit supply and therefore the real economy …
Persistent link: https://www.econbiz.de/10011518813
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Risk Diversification by European Financial Conglomerates
Slijkerman, Jan Frederik; Schoenmaker, Dirk; de Vries, … - 2005
diversification within large banks and financial conglomerates. We discuss the limited value of the normal distribution based … of the risk distribution. This measure is estimated and indicates better diversification benefits for conglomerates …
Persistent link: https://www.econbiz.de/10010325174
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Risk diversification by European financial conglomerates
Slijkerman, Jan Frederik; Schoenmaker, Dirk; Vries, … - 2005
diversification within large banks and financial conglomerates. We discuss the limited value of the normal distribution based … of the risk distribution. This measure is estimated and indicates better diversification benefits for conglomerates …
Persistent link: https://www.econbiz.de/10011346454
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Risk in Financial Conglomerates: Management and Supervision
Lelyveld, Iman van; Schilder, Arnold - de Nederlandsche Bank - 2002
Financial conglomerates, combining banking, securities trading, and insurance, have become an important part of the financial landscape in many countries. Cross-sector consolidation has been fostered by trends such as disintermediation, globalization, and deregulation creating new challenges for...
Persistent link: https://www.econbiz.de/10005021889
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Systemic risk and sovereign debt in the Euro area
Radev, Deyan - 2013
We introduce a new measure of systemic risk, the change in the conditional joint probability of default, which assesses the effects of the interdependence in the financial system on the general default risk of sovereign debtors. We apply our measure to examine the fragility of the European...
Persistent link: https://www.econbiz.de/10010327804
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Assessing systemic fragility: A probabilistic perspective
Radev, Deyan - 2014
We outline a procedure for consistent estimation of marginal and joint default risk in the euro area financial system. We interpret the latter risk as the intrinsic financial system fragility and derive several systemic fragility indicators for euro area banks and sovereigns, based on CDS...
Persistent link: https://www.econbiz.de/10010421095