Showing 1 - 10 of 5,164
US bank holding companies, for the period 1999-2011. Our results indicate that sustainable banks are characterized by … advantage of the benefits sustainability confers …
Persistent link: https://www.econbiz.de/10013015352
conversion on the risk-taking behaviour of the issuing bank. We also test for regulatory arbitrage: do banks try to maintain risk …
Persistent link: https://www.econbiz.de/10012887890
of bank risk and returns to the pandemic. Design/methodology/approach - The author employs weighted least squares (WLS … unaddressed area of research. By focusing on a large sample of banks across countries with both Islamic and conventional banking …
Persistent link: https://www.econbiz.de/10014444938
For an international sample of banks, we construct measures of a bank's absolute size and its systemic size defined as … size relative to the national economy. We then examine how a bank's risk and return, its activity mix and funding strategy … that a bank's interest cost tends to rise with its systemic size can also in part explain why a bank's rate of return on …
Persistent link: https://www.econbiz.de/10013129004
Conventional wisdom in banking argues that diversification tends to reduce bank risk and improve performance, but the … diversification strategies and the risk-return tradeoff in banking. Our data set covers Russian banks during the 1999-2006 period and … to benefit more from being diversified. This analysis provides important strategic and policy implications for bank …
Persistent link: https://www.econbiz.de/10013139765
We present a model in which shadow banking arises endogenously and undermines market discipline on traditional banks …. Demandable deposits impose market discipline: Without shadow banking, traditional banks optimally pursue a safe portfolio … strategy to prevent early withdrawals. Shadow banking constitutes an alternative banking strategy that combines high risk …
Persistent link: https://www.econbiz.de/10012900681
This research aims to investigate whether the stress-testing exercises affect credit supply, banks' profitability and risk-taking behaviour. The granular confidential supervisory data of Euro Area banks allows for a quasi-natural experiment to identify this impact with a...
Persistent link: https://www.econbiz.de/10012860167
We develop a new identification strategy to evaluate the impact of the geographic expansion of bank holding company … (BHC) assets across U.S. metropolitan statistical areas (MSAs) on BHC risk. We find that the geographic expansion of bank …
Persistent link: https://www.econbiz.de/10013040486
We present a model in which shadow banking arises endogenously and undermines marketdiscipline on traditional banks … alternative banking strategy that combines high risk-taking with earlyliquidation in times of crisis. We bring the model to bear … andliquidated their assets. We derive an equilibrium in which the shadow banking sectorexpands to a size where its liquidation …
Persistent link: https://www.econbiz.de/10012929925
episodes of intensi fied (systemic) bank risk: specialization (capturing overexposures), differentiation (capturing indirect … nd that both individual and systemic bank risk decrease withspecialization. Indirect connectedness of banks is … particularly (and negatively) related to individual bank risk, whereas direct connectedness of banks is particularly (and …
Persistent link: https://www.econbiz.de/10012934143