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macroeconomic environment, affect the risk profiles of the banking sector in Europe. Through a dataset that covers 3,399 European … heterogeneity of banking risk determinants. I examine the implications of bank leverage that manifest itself as spreading and … provides a causal link between risk in the banking sector and the growth of the financial market and macroeconomy. I apply four …
Persistent link: https://www.econbiz.de/10011760927
corruption on potential risks with banking samples from Asian countries in 2017-2022. Design/methodology/approach: This study … uses a sample of 451 Asian public banking companies listed on each stock exchange in 23 countries from 2017 to 2022. Then … increase the occurrence of banking risk. Furthermore, we find that a high level of corruption will increase banking risk. The …
Persistent link: https://www.econbiz.de/10015069593
Competition law compliance has become increasingly important in the banking industry as the number of infringements and …
Persistent link: https://www.econbiz.de/10011377828
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame … Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial … College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform …
Persistent link: https://www.econbiz.de/10011554963
Commercial banks play an important role in the development of a country. A sound, progressive and dynamic banking …
Persistent link: https://www.econbiz.de/10011964969
Persistent link: https://www.econbiz.de/10011334500
In this paper we review the actual operational data of an anonymous Central European Bank, using two approaches described in the literature: the loss distribution approach and the extreme value theory (EVTʺ). Within the EVT analysis, two estimation methods were applied; the standard maximum...
Persistent link: https://www.econbiz.de/10003755227
We investigate financial intermediaries’ interest rate risk management as the simultaneous decision of on-balance-sheet exposure and interest rate swap use. Our findings show that both decisions are substitute risk management strategies. A higher likelihood of bank distress makes banks reduce...
Persistent link: https://www.econbiz.de/10010248947
In this paper, we study the impact of extreme events on the loan portfolios of the Greek banking system. These … banking organization as well as the added capital that will be needed in order to hedge that risk. The execution of the …
Persistent link: https://www.econbiz.de/10011545145
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame … Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial … College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform …
Persistent link: https://www.econbiz.de/10011557140