Showing 1 - 10 of 114
English Abstract: This paper examines how global expansion affects the performance of bank headquarters and foreign …, managerial performance and the level of risk by using quantile regression, F- and the Kruskal-Wallis tests. Our empirical …
Persistent link: https://www.econbiz.de/10012901306
Korean Abstract: 본 연구에서는 기업구조조정의 세부수단을 계량화하고 각 수단과 워크아웃기업의 회생 여부 간에 유의적인 관계가 존재하는지를 확인하였다. 실증분석을 실시한 결과를 요약하면 다음과 같다. 첫째, 채권자 및...
Persistent link: https://www.econbiz.de/10012993618
industry and that the current compensation scheme is not too excessive to lead bank managers to higher level of leverage and …
Persistent link: https://www.econbiz.de/10012901262
, as the insiders ownership (the largest shareholder ownership) increases, a bank's risk initially increases and … entire shareholders and they increase the bank's risk to improve the shareholders value. However, when the insiders ownership …'s risk. Second, the risk appetite of a bank is not influenced by the characteristics of the insiders. The empirical results …
Persistent link: https://www.econbiz.de/10012901388
Korean Abstract: 본 연구는 은행과 보험 간의 겸업이 은행의 안전성과 효율성에 어떠한 영향을 미 치는가를 실증분석하고 있다. 실증분석은 국내 모든 은행과 보험회사의 2000년부터 2004년까지의 5개년 자료를 가지고 Z-score 및...
Persistent link: https://www.econbiz.de/10012993590
in the safety net and the integrated risk management over bank and insurance industry. First, the safety net institutions … regulatory regimes over bank and insurance industry may induce the regulatory capital arbitrage chances, and lead to the risk … transfer among the financial institutions. Worse scenario is that this may trigger the increase of the systemic risk and that …
Persistent link: https://www.econbiz.de/10012901286
institutions as they pay the same fixed rate regardless of their default risk. While previous studies such as Merton (1977)'s model … solution for the put back options developed in Lee and Joh (2007), this paper derives a solution for risk-based deposit …
Persistent link: https://www.econbiz.de/10012901291
that converge into systemic risks and complicate risk management practices. Emerging market systemic risks are usually … and draws implications for effective macroprudential supervision. Unlike the strains of typical portfolio credit risk …-contingent interactions with financial-macro factors. We employ a two-pronged approach based on portfolio credit risk and factor models to …
Persistent link: https://www.econbiz.de/10012901332
-prudential regulation, which focuses on the financial system as a whole. While giving attention to the whole system, ultimate regulation and … policy tools should be applied to the individual financial institution, which makes measuring the systemic risk contribution … by an individual institution essential prerequisite. This paper attempts to measure the systemic risk contribution by an …
Persistent link: https://www.econbiz.de/10012901336
system from the increase in systemic risk. This paper attempts to provide some practical guidance on operating … the central bank …
Persistent link: https://www.econbiz.de/10012901353