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Paying Bank Risk Professionals to Lie about Bank Loan Loss Provisioning Process
Ozili, Peterson K - 2019
This paper analyses the effects associated with using the magnitude of realised loan losses as a basis for performance …
Persistent link: https://www.econbiz.de/10012902590
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How Large Banks Use CDS to Manage Risks : Bank-Firm-Level Evidence
Hasan, Iftekhar - 2015
We test five hypotheses on whether banks use CDS to hedge corporate loans, provide credit enhancements, obtain regulatory capital relief, and exploit banking relationship and private information. Using new data that link large banks' CDS positions and syndicated lending on individual firms, we...
Persistent link: https://www.econbiz.de/10013021173
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The adverse effect of contingent convertible bonds on bank stability
Ludolph, Melina - 2022
This paper examines the impact of issuing contingent convertible (CoCo) bonds on bank risk. I apply a matching-based difference-in-differences approach to banklevel data for 246 publicly traded European banks and 61 CoCo issues from 2008−2018. My estimation results reveal that issuing CoCo...
Persistent link: https://www.econbiz.de/10012801677
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Investigation on the credit risk transfer effects on the banking stability and performance
Younes, R. - In: Cogent economics & finance 10 (2022) 1, pp. 1-21
performance. Nevertheless, the effect of residential mortgage loans securitization on bank risk appeared to be negative after the …
Persistent link: https://www.econbiz.de/10013435725
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Internal vs. external corporate social responsibility at U.S. banks
Bolton, Brian - In: International Journal of Financial Studies : open … 8 (2020) 4/65, pp. 1-28
performance. I find that banks' investments in CSR have a positive impact on financial performance, measured in terms of both … accounting performance and stock market value. However, not all CSR investments are the same. I distinguish between internal CSR … their internal CSR investments. Banks with a larger gap between internal and external CSR investments have worse performance …
Persistent link: https://www.econbiz.de/10012321121
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Risk sensitivity of banks, interbank markets and the effects of liquidity regulation : conference paper
Pausch, Thilo - 2013 - First draft
The industrial organization approach to banking is extended to analyze the effects of interbank market activity and regulatory liquidity requirements on bank behavior. A multi-stage decision situation allows for considering the interaction between credit risk and liquidity risk of banks. This...
Persistent link: https://www.econbiz.de/10010344667
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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 portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large, medium, and small size. A series of extreme scenarios was...
Persistent link: https://www.econbiz.de/10011545145
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Model and estimation risk in credit risk stress tests
Grundke, Peter; Pliszka, Kamil; Tuchscherer, Michael - 2019
This paper deals with stress tests for credit risk and shows how exploiting the discretion when setting up and implementing a model can drive the results of a quantitative stress test for default probabilities. For this purpose, we employ several variations of a CreditPortfolioView-style model...
Persistent link: https://www.econbiz.de/10011981523
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The failure of supervisory stress testing : Fannie Mae, Freddie Mac, and OFHEO
Frame, W. Scott; Gerardi, Kristopher; Willen, Paul - 2015 - This version: March 2015
In the aftermath of the global financial crisis, policymakers in the United States and elsewhere have adopted stress testing as a central tool for supervising large, complex, financial institutions and promoting financial stability. Although supervisory stress testing may confer substantial...
Persistent link: https://www.econbiz.de/10010510096
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Politicians’ promotion incentives and bank risk exposure in China
Wang, Li; Menkhoff, Lukas; Schröder, Michael; Xu, Xian - 2015
-financed programs which are mainly financed via bank loans. The stronger the performance incentive the riskier the respective local bank …
Persistent link: https://www.econbiz.de/10010511310