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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

Another Bank Collapse in the Us. Why Were Risk Management Lessons not Learned?

Kumar, Sonjai - 2023

Persistent link: https://www.econbiz.de/10014350132

The impact of regulatory policies on risk taking and scale efficiency of commercial banks in an emerging banking sector

Özkan-Günay, Emine Nur; Günay, Zeynep N.; Günay, Gökhan - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 80-98

Persistent link: https://www.econbiz.de/10010353760

Interest Rate Risk in Banking : A Theoretical and Empirical Investigation through a Systemic Approach (Asset & Liability Management)

Scannella, Enzo - 2015

The paper provides a theoretical analysis of the interest rate risk in banking through a systemic approach that is known in literature as “asset & liability management” approach.The paper provides also an empirical investigation on the exposure of banks to interest rate risk, using three...

Persistent link: https://www.econbiz.de/10013035341

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

Bijlsma, Michiel J. - 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

Measuring Too-Big-To-Fail Funding Advantages from Small Banks’ CDS Spreads

Bijlsma, Michiel J. - 2014

Large banks derive a funding advantage from being too-big-to-fail, while small banks do not. To estimate the funding advantage we explain the CDS spreads of small banks in six major European countries during the crisis by market fundamentals and bank-specific characteristics. Next, we...

Persistent link: https://www.econbiz.de/10013056481

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

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