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ownership structure and bank risk-taking behavior is correlated with the characteristics of individual banks in terms of … quantile regression. First, state ownership and foreign ownership affect bank risk-taking positively in high-risk banks while … distributions of bank risk. These findings suggest that appropriate ownership structure can constrain bank risk-taking activities in …
Persistent link: https://www.econbiz.de/10013179549
, an insight into how the ownership structure of a bank affects investment decisions, performance and ultimately insolvency …
Persistent link: https://www.econbiz.de/10013128385
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...
Persistent link: https://www.econbiz.de/10011554963
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...
Persistent link: https://www.econbiz.de/10011557140
regulatory requirements. Our analytic characterization of the bank policy choices shows that imposing solely liquidity … requirements leads to lower bank losses in default at the cost of an increased likelihood of default. Combining liquidity … requirements with leverage requirements reduces drastically both the likelihood of default and the magnitude of bank losses in …
Persistent link: https://www.econbiz.de/10011293576
heterogeneity of banking risk determinants. I examine the implications of bank leverage that manifest itself as spreading and …
Persistent link: https://www.econbiz.de/10011760927
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. Hausman exogeneity tests indicate that both decisions are...
Persistent link: https://www.econbiz.de/10010343773
likelihood of bank distress makes banks reduce their on-balance sheet interest rate exposure and simultaneously intensify their …
Persistent link: https://www.econbiz.de/10010248947
likelihood of bank distress makes banks reduce their on-balance sheet interest rate exposure and simultaneously intensify their …
Persistent link: https://www.econbiz.de/10012988748
particular, we ask whether bank-dependent firms suffer greater rollover risk than otherwise similar firms that do not rely on … bank financing (i.e., firms that depend on publicly traded debt). Empirical evidence strongly supports the rollover risk … examine if the rollover risk effect is higher for firms that depend on bank financing, compared with firms without this …
Persistent link: https://www.econbiz.de/10013028447