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Systemic Risk, Corporate Governance and Regulation of Banks Across Emerging Countries

Andries, Alin Marius - 2016

This paper investigates the impact of governance and regulation on systemic risk across a sample of banks from 10 Emerging CEE countries during 2005-2012. Overall, our results show that tight internal risk management mechanisms and shareholder-friendly supervisory boards are associated with...

Persistent link: https://www.econbiz.de/10012997465

Is There a Competition-Stability Trade-Off in European Banking?

Leroy, Aurélien - 2016

The trade-off between bank competition and financial stability has always been a widely and controversial issue, both … among policymakers and academics. This paper empirically re-investigates the relationship between competition and bank risk … consider both individual and systemic dimension of risk. Bank-individual risk is measured by the Z-score and the distance …

Persistent link: https://www.econbiz.de/10013004570

The UBS-Credit Suisse Merger : Helvetia's Gift

Böni, Pascal; Kroencke, Tim-Alexander; Vasvari, Florin P. - 2023

The UBS- Credit Suisse (CS) merger in March 2023, one of the biggest banking unions in history, was an emergency rescue deal engineered by Swiss authorities to avoid more market-shaking turmoil in global banking. The merger resulted in a significant increase in the combined stakeholder net...

Persistent link: https://www.econbiz.de/10014349670

Bank Consolidation, Connectedness, and Systemic Risk

Dontis-Charitos, Panagiotis; Leong, Soon - 2023

We evaluate changes in system-wide information transmission following US and European bank M&A. We generalize Granger … extend prior work to include bank-nonbank deals. We find that while US acquirers contribute more to extreme systemic risk …

Persistent link: https://www.econbiz.de/10014350263

Systemic Illiquidity Noise-based measure : a solution for systemic liquidity monitoring in frontier and emerging markets

Dziwok, Ewa; Kara's, Marta A. - In: Risks : open access journal 9 (2021) 7, pp. 1-29

financial system illiquidity. We empirically apply our method to a set of 10 divergent Central and Eastern Europe countries …

Persistent link: https://www.econbiz.de/10012598934

Financial Stability and Concentration : Evidence from Emerging Europe

Capraru, Bogdan - 2017

commercial banks from 17 countries of Central and Eastern Europe during the period 2007-2012. Empirical findings highlight the …

Persistent link: https://www.econbiz.de/10012965660

Managerial Risk-Taking Incentives and the Systemic Risk of Financial Institutions

Iqbal, Jamshed - 2020

This paper examines whether the systemic risk of financial institutions is associated with the risk-taking incentives generated by executive compensation. We measure managerial risk-taking incentives with the sensitivities of chief executive officer (CEO) and chief financial officer (CFO)...

Persistent link: https://www.econbiz.de/10012853910

Measuring Systemic Risk : A Comparison of Alternative Market-Based Approaches

Kleinow, Jacob - 2020

This paper compares four commonly used systemic risk metrics using data on U.S. financial institutions over the period 2005-2014. The four systemic risk measures examined are the (i) marginal expected shortfall, (ii) codependence risk, (iii) delta conditional value at risk, and (iv) lower tail...

Persistent link: https://www.econbiz.de/10012855872

Corporate Governance and the Systemic Risk of Financial Institutions

Iqbal, Jamshed - 2015

This paper studies the relationship between corporate governance and the systemic risk of financial institutions. Specifically, using a sample of large U.S. financial institutions from 2005 to 2010, we examine whether the strength of corporate governance mechanisms can explain the...

Persistent link: https://www.econbiz.de/10013032807

How important was contagion through banks during the European sovereign crisis?

Gonçalves, Andrei S. - 2017

changes have an asymmetric impact in that bank stocks benefit more from negative CDS spread shocks than they are hurt by …

Persistent link: https://www.econbiz.de/10011963385

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