increase with the length of maturity. Performance measures, such as return on risk-adjusted capital and the Sharpe ratio, show …Based on German government bond yields, this paper analyses the performance of laddered strategies during a period of … structures are systematically changed. A constructed rolling window of annual returns reveals that risk and return significantly …

capital are analysed. Focus is on the importance of: (i) risk, particularly credit risk, (ii) the buffer as an insurance, (iii …) the competition effect, (iv) supervisory discipline, and (v) economic growth. A negative or non-significant risk effect is … found, which suggests that introducing a more risk-sensitive capital regulation (Basel II) is likely to affect Norwegian …

analyzes the determinants of non-interest income and its impact on financial performance and the risk profile of German banks … between 1995 and 2007. We find empirical evidence that for all German universal banks risk-adjusted returns on equity and … strong engagement in fee-generating activities goes along with higher risk. In order to analyze possible cross …

This study investigated the impact of banking management on credit risk using a sample of Indian commercial banks. The … study employed dynamic panel estimations to evaluate the link between banking management variables and credit risk. The … findings suggest that high capital requirements and large bank size do not reduce default risk, whereas high profitability and …