We examine the determinants of interest rate margins of Czech banks employing bank-level dataset at the quarterly …

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 …

largest Canadian commercial banks which account for approximately 90 percent of chartered bank assets over the 1996 …

financial assets. If the U.S. banking system is more competitive, this questions whether an increase in bank competition will …

created as a collaboration between Santander Bank and the University of Cantabria. SANFI works to identify, develop, support …

Wirtschaftswissenschaften steht oft ein Portfolio von Markov -Ketten im Mittelpunkt des Interesses, z.B. das Kreditportfolio einer Bank oder das … portfolio of Markov chains, e.g. a bank's loan portfolio or an insurance contract portfolio. In most models, the stochastic …