In this paper we review the actual operational data of an anonymous Central European Bank, using two approaches …

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. …

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 …

foreign banks operating in China. This paper evaluates bank performance using a Network DEA approach where an index of risk …

homogeneous or bank-based financial systems, the most effective regulatory policy to ensure financial stability depends on the …

carbon-intensive businesses, improving bank governance supervision and/or fostering climate-related disclosure requirements …