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implications of these exposures for bank risk. Larger, more capital market affine, and less capitalised banks hold more sovereign … that riskiness of government bond holdings affects bank risk only since 2010.This confirms the existence of a nexus between … government debt and bank risk. …
Persistent link: https://www.econbiz.de/10011334569
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We compute optimally diversified international asset portfolios for banks located in France, Germany, Italy, the U.K., and the U.S., using the mean-variance portfolio model with currency hedging. We compare these benchmark portfolios to the actual cross-border asset positions of banks from...
Persistent link: https://www.econbiz.de/10013150715
Recent developments on international financial markets have called the benefits of bank globalization into question … necessarily made banks less risky. Yet, surprisingly little is known about the actual link between bank internationalization, bank … countries tends to increase bank risk. Fourth, the impact of internationalization differs across banks from different banking …
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granular effects: if markets are very concentrated in terms of the size distribution of banks, idiosyncratic shocks at the bank … of itself, and it may also influence concentration in banking and thus the impact of bank-specific shocks for the … micro-macro panel dataset. Our research has three main findings: First, bank-level shocks significantly impact on GDP …
Persistent link: https://www.econbiz.de/10010225571
granular effects: if markets are very concentrated in terms of the size distribution of banks, idiosyncratic shocks at the bank … of itself, and it may also influence concentration in banking and thus the impact of bank-specific shocks for the … micro-macro panel dataset. Our research has three main findings: First, bank-level shocks significantly impact on GDP …
Persistent link: https://www.econbiz.de/10010195375
granular effects: if markets are very concentrated in terms of the size distribution of banks, idiosyncratic shocks at the bank … of itself, and it may also influence concentration in banking and thus the impact of bank-specific shocks for the … micro-macro panel dataset. Our research has three main findings: First, bank-level shocks significantly impact on GDP …
Persistent link: https://www.econbiz.de/10009786228