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, this book asks: have banks in the UK learned lessons from the financial crisis? Bank learning in the UK after the financial …
Persistent link: https://www.econbiz.de/10012510942
measurement of a bank's performance. Despite this, for reasons relating to regulation, the nature of the business and the … a method for measuring bank performance that applies financial principles from the “classic” framework of financial … measure the value created by a bank (or loan) that is subject to the Basel III regulatory framework. There are many advantages …
Persistent link: https://www.econbiz.de/10012993799
We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest in non-liquid assets. Market clearing takes place through a tâtonnement process which yields the equilibrium price, while traded quantities are determined by means of a...
Persistent link: https://www.econbiz.de/10010475334
We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest in non-liquid assets. Market clearing takes place through a tâtonnement process which yields the equilibrium price, while traded quantities are determined by means of a...
Persistent link: https://www.econbiz.de/10010486386
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Persistent link: https://www.econbiz.de/10014333319
We compare networks constructed using five commonly used methods and publicly available daily market data to networks based on reported exposures along several dimensions of the balance sheet, i.e., loans, bonds, equity. Our findings suggest that while the global network structure remains...
Persistent link: https://www.econbiz.de/10014482892
The impetus for this paper came after the financial crisis of 2007-2008, its global consequences and specifically how incomplete information "information asymmetry" between local banks and regulators extremely affected the banking sector. Financial institutions and regulators are-from a...
Persistent link: https://www.econbiz.de/10012023070
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