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"This book introduces machine learning in finance and illustrates how we can use computational tools in numerical …
Persistent link: https://www.econbiz.de/10012416169
The rapid growth of OBSA in recent years has concerned bank regulators that such OBSA are risk-increasing and should be brought under control throughadditional capital requirements. Previous empirical literature tested the riskiness of certain OBSA by employing systematic or total risk as...
Persistent link: https://www.econbiz.de/10009468595
The empirical literature, to date, has ignored the impact of Off-balance sheet (OBS) banking activities on the default-risk premia borne by bank subordinated debtholders. This paper examines the "market discipline" of OBS activities by employing a contingent claims pricing model to the...
Persistent link: https://www.econbiz.de/10009468597
Off-Balance Sheet (OBS) activities of large U.S. commercial banks have been growing rapidly in recent years. These activities represented 58% of total bank assets in 1984 and grew to 176% of total bank assets in 1988. Bank regulators are concerned that OBS activities increase bank risk, and...
Persistent link: https://www.econbiz.de/10009468598
The rapid growth of OBSA in recent years has concerned bank regulators that such OBSA are risk-increasing and should be brought under control throughadditional capital requirements. Previous empirical literature tested the riskiness of certain OBSA by employing systematic or total risk as...
Persistent link: https://www.econbiz.de/10009451089
The empirical literature, to date, has ignored the impact of Off-balance sheet (OBS) banking activities on the default-risk premia borne by bank subordinated debtholders. This paper examines the "market discipline" of OBS activities by employing a contingent claims pricing model to the...
Persistent link: https://www.econbiz.de/10009451091
Off-Balance Sheet (OBS) activities of large U.S. commercial banks have been growing rapidly in recent years. These activities represented 58% of total bank assets in 1984 and grew to 176% of total bank assets in 1988. Bank regulators are concerned that OBS activities increase bank risk, and...
Persistent link: https://www.econbiz.de/10009451092
Intro -- Contents -- List of Contributors -- About the Editors -- Introduction -- 1. Introduction -- 2. This Issue -- 3. Future Directions -- References -- Chapter 1: Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors -- 1....
Persistent link: https://www.econbiz.de/10012050576
The handbook of Islamic banking comprises 25 studies by leading international experts on Islamic banking and finance specially commissioned to analyse the various debates and the current state of play in the field. This comprehensive handbook provides a succinct analysis of the workings of...
Persistent link: https://www.econbiz.de/10011850684
Persistent link: https://www.econbiz.de/10011965811