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Banking system stability : a cross-Atlantic perspective

Hartmann, Philipp; Straetmans, Stefan; Vries, Casper G. de - In: The risks of financial institutions : [...papers and …, (pp. 133-192). 2006

Persistent link: https://www.econbiz.de/10003445425

Banking system stability : a cross-Atlantic perspective

Hartmann, Philipp; Straetmans, Stefan; Vries, Casper G. de - 2005

Persistent link: https://www.econbiz.de/10003163197

Banking system stability: a cross-Atlantic perspective

Hartmann, Philipp (contributor); … - 2005

assess the relative importance of cross-border bank spillovers as compared to domestic bank spillovers. The results suggest …

Persistent link: https://www.econbiz.de/10003117209

Tail Risks and Systemic Risks for U.S. and Eurozone Financial Institutions in the Wake of the Global Financial Crisis

Straetmans, Stefan - 2012

This paper proposes and evaluates several market-based measures for US and eurozone individual bank tail risk and … banking system risk. We apply statistical extreme value analysis to the tails of bank equity prices to estimate the likelihood … to global shocks ( extreme systematic risk). Moreover, the estimators presuppose that bank equity prices are heavy tailed …

Persistent link: https://www.econbiz.de/10013101500

Globalization, regulation and profitability of banks : a comparative analysis of Europe, United States, India and China

Paulet, Elisabeth; Mavoori, Hareesh - In: European journal of comparative economics 16 (2019) 2, pp. 127-170

The last financial crisis spurred regulators to emphasize enhanced stability indicators for financial institutions. Therefore, banks have to take into account this new element while defining their strategic decisions and their profitability. The aim of this paper is to provide evidence of the...

Persistent link: https://www.econbiz.de/10012259770