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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
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The Role of Risk Management in Corporate Governance
Ellul, Andrew - 2015
management's responsibilities and relevance for a value-maximizing bank. The business nature of financial institutions and their …
Persistent link: https://www.econbiz.de/10013012356
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Are Bank Risk Disclosures Informative? Evidence From Debt Markets
Elamer, Ahmed A. - 2020
an association. Using one of the largest bank-level datasets collected from 12 Middle East and North African (MENA …
Persistent link: https://www.econbiz.de/10012830797
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Bank Monitoring and Financial Reporting Quality : The Case of Accounts-Receivable-Based Loans
Frankel, Richard M. - 2020
Using novel receivable-based-loan data, we study the effect of aging-report loan covenants on borrowers' accounts receivable reporting quality. Our purpose is to highlight a channel that lenders use to obtain private information and to understand whether lenders' information acquisition affects...
Persistent link: https://www.econbiz.de/10012842317
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Do stress tests matter? : evidence from the 2014 and 2016 stress tests
Georgescu, Oana-Maria; Groß, Marco; Kapp, Daniel; Kok … - 2017
results enhanced price discrimination as the impact on bank CDS spreads and equity prices tended to be stronger for the weaker …
Persistent link: https://www.econbiz.de/10011648333
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Insiders' assessments of the stock market's pricing of New England bank stocks : 1988 to 1991
Jordan, John S. - In: New England economic review (1997), pp. 3-16
Persistent link: https://www.econbiz.de/10001226393
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State Ownership, Implicit Government Bailout Guarantee, and Crash Risk : Evidence From China
Ding, Mingfa - 2019
Using a large sample of the Chinese public firms, this study documents that the government intervention via state ownership can mitigate the stock crash risk. The mitigation effect of state ownership is more pronounced in the crisis periods and in the sample of firms with shares held by central...
Persistent link: https://www.econbiz.de/10012894310
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Valuation and Systemic Risk Consequences of Bank Opacity
Jones, Jeffrey S. - 2014
We examine the effects of opacity on bank valuation and the synchronicity of bank equity prices over the years 2000 … rise in bank equity share prices, decrease in transparent asset holdings by banks, and greater price synchronicity …
Persistent link: https://www.econbiz.de/10013070815
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Modellierung und Steuerung impliziter Optionen in Kreditinstituten
Maurer, Frank - 2019
Persistent link: https://www.econbiz.de/10011981570
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The great liquidity freeze : what does it mean for international banking?
Domanski, Dietrich; Turner, Philip - 2011
lending beyond very short maturities virtually evaporated. Despite massive central bank support operations and purchases of … past major bank failures and why has it proved so hard to cure? This paper suggests that much of that answer lies in the … bank that operates in many currencies and then discusses how the massive development of foreign exchange (forex) and …
Persistent link: https://www.econbiz.de/10009161745