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Risks and Efficiency in the Islamic Banking Systems : The Case of Selected Islamic Banks in MENA Region

Said, Ali - 2013

The present paper examined the correlation between risks and efficiency within Islamic banks in the MENA area. This … nonparametric technique, Data Envelopment Analysis (DEA) while the second stage involved analyzing risks by measure credit … correlated to efficiency too. The liquidity risk showed insignificant correlation to efficiency in Islamic banks in MENA area …

Persistent link: https://www.econbiz.de/10013088966

Global versus non-global banks : a capital ratios-based analysis

Drakos, Kōnstantinos; Malandrakis, Ioannis - In: Journal of central banking theory and practice 10 (2021) 2, pp. 5-22

This paper examines the Leverage Ratio and Total Capital Ratio of global versus non-global banks in both the pre- and post-crisis periods. A panel data set of 165 global and non-global financial institutions from 38 countries is used for the period 1999-2015 and a random effects model is...

Persistent link: https://www.econbiz.de/10012549173

Heterogeneity in the Bank Risk-Taking Channel of Monetary Policy : Empirical Evidence of U.S. Bank Holding Companies

Park, Kyounghoon - 2017

In this study, I analyze the heterogeneous dynamics of the bank risk-taking channel of monetary policy under different business models before the recent financial crisis in the U.S. I find that banks' asset-side risk-taking in a low interest rate environment exhibits heterogeneity across...

Persistent link: https://www.econbiz.de/10012968911

Arbitraging the Basel securitization framework : evidence from German ABS investment

Efing, Matthias - 2015

This paper provides evidence for regulatory arbitrage within the class of assetbacked securities (ABS) based on individual asset holding data of German banks. I find that those banks operating with tight regulatory constraints pick the securities with the highest yield and lowest collateral...

Persistent link: https://www.econbiz.de/10011391709

Arbitraging the Basel Securitization Framework : evidence from German ABS investment

Efing, Matthias - 2014

If regulation fails to differentiate between priced and idiosyncratic risk, it incentivizes investors to reach for yield. Studying securitization exposures on the balance sheets of German banks, I show evidence consistent with this prediction. Banks with tight regulatory constraints (low capital...

Persistent link: https://www.econbiz.de/10011293796

The Private Value of Too-Big-To-Fail Guarantees

Bijlsma, Michiel - 2013

We estimate the size of the annual funding advantage for a sample of 151 large European banks over the period 1-1-2008 until 15-6-2012 using rating agencies "assessment of banks" creditworthiness with and without external support. We find that the size of the funding advantage is large and...

Persistent link: https://www.econbiz.de/10013081305

Six Structures in Search of Stability

Huertas, Thomas - 2015

This paper analyses the proposition that adjusting structure can strengthen safety and therefore promote stability. It examines six proposals: Liikanen, Volcker, the US rule requiring foreign banking organisations (FBOs) to establish an intermediate holding company (IHC), depositor preference,...

Persistent link: https://www.econbiz.de/10013015227

Operational Risk in Bank Governance and Control : How to Save Capital Requirement Through a Risk Transfer Strategy. Evidences from a Simulated Case Study

Scannella, Enzo - 2015

Operational risk management in banking has assumed such importance during the last decades. It has become increasingly important to measure, manage, and assess the impact of operational risk in the economics of banking. The paper aims to demonstrate how an effective operational risk management...

Persistent link: https://www.econbiz.de/10013018049

Market Risk Disclosure in Banking : An Empirical Analysis on Four Global Systemically Important European Banks

Scannella, Enzo - 2018

Market risk reporting in banking has assumed such importance during the last decade. The purpose of this paper is to provide a methodology to evaluate the qualitative and quantitative profiles of the market risk disclosure in banking. We propose a hybrid methodology to assess whether or not...

Persistent link: https://www.econbiz.de/10012934301

A Tale of Two Eurozones : Banks' Funding, Sovereign Risk & Unconventional Monetary Policies

Fulli-Lemaire, Nicolas - 2014

The admission by the Greek government on October 18, 2009, of large-scale accounting fraud in its national accounts sparked an unprecedented sovereign debt crisis that rapidly spread to the Euro-Zone's weakest member states. As the crisis increasingly drove a wedge between a seemingly resilient...

Persistent link: https://www.econbiz.de/10013063273

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