This paper examines the common factors that drive the returns of U.S. bank holding companies from 1997 to 2005. We … that the market factor clearly dominates in explaining bank returns, followed by the Fama-French factors. The bank … tend to load in the same direction on the first component. Relative to the returns of large firms in other sectors, bank …

We study the implications of the value at risk concept for the bank's optimum amount of equity capital under credit … managerial and market factors. Furthermore, the bank's equity and asset/liability management has to be addressed simultaneously … by bank managers. …

housing starts provide evidence of (anti-)herding of forecasters. Forecasts are consistent with herding (anti-herding) of … forecasters if forecasts are biased towards (away from) the consensus forecast. We found that anti-herding is prevalent among … forecasters of house prices, where anti-herding is less strong in the case of medium-term forecasts, especially in the case of …

-Hawkins Report to Congress. In this paper we use individual FOMC forecasts to assess whether these forecasts exhibit herding behavior …, a pattern often found in private sector forecasts. While growth and unemployment forecast do not show herding behavior …, the in ation forecasts show strong evidence of anti-herding, i.e. FOMC members intentionally scatter their forecasts …

banks (for example Riksbank and Norges Bank) are using the BIS methodology plus other (regular and specific) statistical …