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Banking reform
Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 2016
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 Banks. The conference focused on core aspects of banking reform …
Persistent link: https://www.econbiz.de/10011554963
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Prospects of artificial intelligence and machine learning application in banking risk management
Milojević, Nenad; Redzepagic, Srdjan - In: Journal of central banking theory and practice 10 (2021) 3, pp. 41-57
a whole. The impact of artificial intelligence and machine learning on banking risk management has become particularly … further banking risk management improvement. The paper seeks to explore the possibility for successful implementation yet …
Persistent link: https://www.econbiz.de/10012650890
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Bank risk proxies and the crisis of 2007/09 : a comparison
Noth, Felix; Tonzer, Lena - 2015
Persistent link: https://www.econbiz.de/10011334500
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Market timing, maturity mismatch, and risk management : evidence from the banking industry
Ruprecht, Benedikt; Entrop, Oliver; Kick, Thomas; … - 2013
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. A higher likelihood of bank distress makes banks reduce...
Persistent link: https://www.econbiz.de/10010248947
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The impact of the Basel accord on Greek banks : a stress test study
Leventides, John; Donatou, Anna - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 181-197
In this paper, we study the impact of extreme events on the loan portfolios of the Greek banking system. These … banking organization as well as the added capital that will be needed in order to hedge that risk. The execution of the …
Persistent link: https://www.econbiz.de/10011545145
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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
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 Banks. The conference focused on core aspects of banking reform …
Persistent link: https://www.econbiz.de/10011557140
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Business complexity and risk management : evidence from operational risk events in U.S. bank holding companies
Chernobai, Anna; Ozdagli, Ali; Wang, Jianlin - 2016 - This version: October 2016
How does business complexity affect risk management in financial institutions? The commonly used risk measures rely on either balance-sheet or market-based information, both of which may suffer from identification problems when it comes to answering this question. Balance-sheet measures, such as...
Persistent link: https://www.econbiz.de/10011562964
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Market timing, maturity mismatch, and risk management : evidence from the banking industry ; conference paper
Ruprecht, Benedikt; Entrop, Oliver; Kick, Thomas; … - 2013
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
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Modelling Italian Bank Retail Interest Rates Under an Error Correction Framework : Implications for Banking Risk Management
Curcio, Domenico - 2011
in the banking book. The repricing gap model, the most popular approach to measure this kind of risk, is based on a … to study the interest rate pass-through for the Italian banking system, with specific regard to the retail bank interest …
Persistent link: https://www.econbiz.de/10013131052
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Market Discipline and Bank Risk
Haq, Mamiza - 2013
This paper empirically examines the impact of market discipline on bank risk taking. Using a sample of 321 financial institutions from the Group of Seven nations (G7) comprising Canada, France, Germany, Italy, Japan, the UK, and the US, over the period 1996-2010, our findings suggest that market...
Persistent link: https://www.econbiz.de/10013090489