In this paper we study the impact of more transparency in the interbank market on the volume of bank intermediated … decrease the volume of bank loans. In particular, the impact of more transparency on the volume of loans depends on the … curvature of the marginal cost function of the banking firm. Furthermore, we find that ex ante expected profits of the bank are …

by hedging with financial derivatives. But the complementary relationship between risk-management decisions differs …

holdings have a positive effect on the extent to which a bank uses interest rate derivatives for hedging purposes, implying … that debt-like compensation mitigates bank executives’ risk-taking incentives. Our results have important implications for … financial regulation attempting to prevent financial crises due, at least partially, to perverse incentives provided to bank …

different combinations of bank asset and funding sources and assess their impact on the mortgage crisis. We then estimate how … distinct strategies have affected bank profitability and risk before the crisis, and what impact they have put on the mortgage …

In most cases the ultimate goal of a bank is profit maximization. That depends on what derivatives one uses. Thus the … objective of this research is to examine the relationship between a bank’s value and characteristics of derivatives it … disclosures. Regression analysis is used to trace the impact of derivative use on bank’s value. Time effects and cross …

activity. The study presents a set of innovative hedging products that can be built based on the instruments traded by …

banks coupled with efforts to enhance risk awareness and strengthen home-host coordination. The Croatian National Bank (CNB …) has put in place an effective bank supervision framework. The assessment reflected a legal and regulatory framework …

industry and proposed in the literature. We stress test the economic value of equity of a bank balance sheet based on Call … Report data from a large U.S. bank. We show that our method provides more information about the bank’s exposure to IRR using …