Similar Search Results

How Large Banks Use CDS to Manage Risks : Bank-Firm-Level Evidence

Hasan, Iftekhar - 2016

CDS on their borrowers, but their net CDS positions and lending status are largely unrelated. We find no evidence of bank …

Persistent link: https://www.econbiz.de/10012993300

How Large Banks Use CDS to Manage Risks : Bank-Firm-Level Evidence

Hasan, Iftekhar - 2015

evidence of bank using CDS to exploit private information …

Persistent link: https://www.econbiz.de/10013021173

Impact of compensation structure and managerial incentives on bank risk taking

Francis, Bill B.; Gupta, Aparna; Hasan, Iftekhar - In: European journal of operational research : EJOR 242 (2015) 2, pp. 651-676

Persistent link: https://www.econbiz.de/10010491635

Validation of risk management models for financial institutions : theory and practice

Lynch, David (ed.); Hasan, Iftekhar (ed.); … - 2023

Financial models are an inescapable feature of modern financial markets. Yet it was over reliance on these models and the failure to test them properly that is now widely recognized as one of the main causes of the financial crisis of 2007-2011. Since this crisis, there has been an increase in...

Persistent link: https://www.econbiz.de/10014466703

Stress testing : approaches, methods and applications

Siddique, Akhtar (contributor); Hasan, Iftekhar (contributor) - 2013

Persistent link: https://www.econbiz.de/10011783887

Lone (loan) wolf pack risk

Gao, Mingze; Hasan, Iftekhar; Qiu, Buhui; Wu, Eliza - 2023

This paper proposes an early-warning bank risk measure based on the syndicate concentration of recent syndicated loans … that a bank participates in. At the bank level, higher values of the measure predict greater risks (i.e., loan loss …