competing risks model applied to whole credit risk cycle into a bank loans portfolio. We estimated competing causes related to …

This paper investigates the causal effects of voluntary information disclosures on a bank's expected default … probability, enterprise risk, and value. I measure disclosure via a self-constructed index for the largest 80 U.S. bank holding … companies for the period 1998-2011. I provide evidence that a bank's management responds to a plausibly exogenous deterioration …

illiquidity component based on such an endogenous bank run barrier together with an exogenous insolvency barrier …We propose a unified structural credit risk model incorporating insolvency, recovery and rollover risks. The firm … staggered tenor structure. We show that a unique threshold strategy (i.e., a bank run barrier) exists for short-term creditors …

challenge by comparing spreads on loans originated by the same bank, to the same firm, at the same origination date, but with …

Numerous bank productivity studies indicate rapid changes in the structure of the financial services industry and … background of two concepts of performance evaluation – the terms efficiency and productivity, and empirically, the performance … financial institutions. The measurement of bank productivity is of vital importance from both a microeconomic and a …