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An empirical investigation of asset-liability management of small US commercial banks
Lai, Van Son - In: Applied financial economics 7 (1997) 5, pp. 525-536
Persistent link: https://www.econbiz.de/10001229834
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What explains the lack of monetary policy influence on bank holding companies?
Mamun, Abdullah al; Hassan, M. Kabir - In: Review of financial economics : RFE 23 (2014) 4, pp. 227-235
Persistent link: https://www.econbiz.de/10010442557
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The Determinants and Policy Implications of Off-Balance Sheet Activities in MENA Countries Commercial Banks
Khasawneh, Ahmad Y. - 2012
following a time trend diffusion curve. The model is modified to include regulatory and non-regulatory bank-specific factors in …
Persistent link: https://www.econbiz.de/10013115586
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The Off-Balance Sheet Banking Risk of Large U.S. Commercial Banks
Hassan, M. Kabir - 2018
OBS banking activities have grwn rapidly in recent years. The risk-based capital requirements of OBS activities presume thatsome OBS activities expose banks to additional and potentially excessive risk. This study employs Ronn-Verma option pricing methodology to calculate implied asset risk, and...
Persistent link: https://www.econbiz.de/10012909669
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An Empirical Investigation of Asset-Liability Management of Small Us Commercial Banks
Lai, Van Son - 2015
A simultaneous equation model is developed that jointly determines net interest margin and various maturity gaps. Using annual data for the majority of the population of insured commercial banks, this model is estimated for the years 1984 to 1987 (the only years for which repricing data were...
Persistent link: https://www.econbiz.de/10013026378
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The off-balance sheet banking risk of large US commercial banks
Hassan, M. Kabir - In: The quarterly review of economics and finance : journal … 33 (1993) 1, pp. 51-69
Persistent link: https://www.econbiz.de/10001155275
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Deposit insurance, market discipline and off-balance sheet banking risk of large US commercial banks
Hassan, M. Kabir - In: Journal of banking & finance 18 (1994) 3, pp. 575-593
Persistent link: https://www.econbiz.de/10001168002
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An Empirical Investigation of the Existence of 'market Discipline' of Off-Balance Sheet Banking Risk
Hassan, M. Kabir - 2018
Bank regulators are concerned with the dramatic increase and risk exposure of Off-Balance Sheet (OBS) banking … systematic risk of large commercial banks and bank holding companies. The underlying premise of this study is that the bank … stockholders and subordinated debtholders are more exposed to the risk of bank failure resulting from OBS banking risk than insured …
Persistent link: https://www.econbiz.de/10012909805
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Deposit Insurance, Market Discipline and Off-Balance Sheet Banking Risk of Large U.S. Commercial Banks
Hassan, M. Kabir - 2018
claims valuation techniques to derive implied asset variances from bank equity and deposit insurance, and from risk …-premia for bank subordinated debt. Specifically implied asset variances have been calculated from contingent valuation models and …
Persistent link: https://www.econbiz.de/10012909829
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The impact of mergers and acquisitions on the efficiency of the US banking industry : further evidence
Al-Sharkas, Adel A.; Hassan, M. Kabir; Lawrence, Shari - In: Journal of business finance & accounting : JBFA 35 (2008) 1/2, pp. 50-70
Persistent link: https://www.econbiz.de/10003694527