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Volatility connectedness of bank stocks across the Atlantic
Yılmaz, Kamil - 2014
This paper presents an analysis of the dynamic measures of volatility connectedness of major bank stocks in the US and …
Persistent link: https://www.econbiz.de/10010239322
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Reputational Risk in Bank and Finance
Buscemi, Antonino - 2012
Reputation is growing as a very important asset in everyday corporate life and it is even crucial for financial corporations. The main financial institutions consider reputation as one of the six risk factors to be managed by any corporation in financial sector: credit, market, operational,...
Persistent link: https://www.econbiz.de/10013107485
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Interest Rates and Bank Risk Taking Behavior of Indonesian Commercial Banks, 2007-2010
Ardelia, Ayesha - 2013
This study investigates the impact of interest rates on bank risk-taking behavior of Indonesian commercial banks, which … regulation, bank-specific and macro-economy variables. Using the generalized least squares (GLS) method, this study reveals that … the inter-bank offered rate (JIBOR) is positively and significantly affects bank risk-taking behavior. In addition, BI …
Persistent link: https://www.econbiz.de/10013090635
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The Banking Sector's Contribution to Sustainable Growth – Risk Assessment, Sustainable Finance, Voluntary Initiatives and Regulations
Weber, Olaf - 2015
A report by the Stockholm Environment Institute estimates that between US$363 billion to US$2.4 trillion have to be invested only to mitigate climate change (Tempest & Lazarus, 2014). This estimation demonstrates that the financial sector plays a central role in influencing sustainable...
Persistent link: https://www.econbiz.de/10013015767
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Models for Risk Aggregation and Sensitivity Analysis : An Application to Bank Economic Capital
Inanoglu, Hulusi - 2010
Persistent link: https://www.econbiz.de/10013152309
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Bank Competition : Measurement, Decision-Making, and Risk-Taking
Bushman, Robert M. - 2016
This paper investigates whether greater competition increases or decreases individual bank and banking system risk … bank deregulation, we provide robust evidence that greater competition increases both individual bank risk and a bank … associated with higher stand-alone risk of individual banks, greater sensitivity of a bank's downside equity risk to system …
Persistent link: https://www.econbiz.de/10013006246
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A Comparison of the Impact of the Basel Standards Upon Islamic and Conventional Bank Risks in the Gulf State Region
Farooqi, Muhammad - 2015
of equity capital for these two banking sectors. We also introduce a market based measure of bank stress, and test this …
Persistent link: https://www.econbiz.de/10013017259
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Risk Management, Corporate Governance and Investment Banking : The Role of Chief Risk Officer
Scherbina, Tatiana - 2014
way of CRO subordination and performance of investment bank. The sample consists of observations over a period of 2011 for …
Persistent link: https://www.econbiz.de/10013040468
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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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Firm-specific shocks and contagion : are banks special?
Engljähringer, Hannah Katharina; Stracca, Livio - 2020
is generally small. Surprisingly, we find that spill-overs of bank-related events are not significantly different from …
Persistent link: https://www.econbiz.de/10012299006