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systematic risk and standard deviation of a bank’s equity return, we apply Ronn-Verma option pricing model to assess whether … derivatives and bank risks. In order to capture the differences in marginal propensity to risk (MPR) across banks, we divide our … bank holding company (BHC) sample into three groups: big, medium, and small. The conclusions are as follows. First, among …
Persistent link: https://www.econbiz.de/10010895785
on bank performance is resisted more in the states with high healthcare facilities. Besides, the performance of community …
Persistent link: https://www.econbiz.de/10013308131
Capital adequacy plays an important role in determining banking activities. A bank must hold a minimum level of capital …
Persistent link: https://www.econbiz.de/10010785043
This paper investigates the determinants of efficiency and dynamic efficiency changes across Latin American banking industries during recent periods of financial liberalization. Allocative, technical, pure technical, and scale efficiency measures are calculated and analyzed for seven Latin...
Persistent link: https://www.econbiz.de/10013084862
goal of this paper is to investigate the change in operating performance, efficiency, and value addition of US bank mergers … examine the factors that have significant impact on changes in bank performance. Our empirical results lead to the conclusion …
Persistent link: https://www.econbiz.de/10012964750
We examine the relationship between performance of the bank holding company and several board characteristics. We find … that board size, CEO tenure and board tenure enhance bank performance. However, we find no evidence that board structure or … CEO power influences bank performance. More importantly, we show that the effect of board characteristics during the …
Persistent link: https://www.econbiz.de/10012909666
In this study, we investigate changes in banks' capital adequacy ratio (CAR) under different stress scenarios and examine the results by comparing conventional banks to participation banks in Turkey. Our results report that the capital adequacy ratio of the banks declines substantially given the...
Persistent link: https://www.econbiz.de/10012909773
, technical, pure technical and scale efficiencies are calculated and analyzed in each country. We find that Latin American bank …
Persistent link: https://www.econbiz.de/10012909824
Our results show that US banks with a relatively high share of non-interest income become riskier with a moving toward non-interest-generating activities, especially activities from investment banking, proprietary trading, etc. The findings also prove, although weakly, that banks with a...
Persistent link: https://www.econbiz.de/10012912165
This paper examines the effect of various types of bank capital on the profitability and efficiency of conventional and …
Persistent link: https://www.econbiz.de/10012925301