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Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - In: Journal of monetary economics 65 (2014), pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
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Concentration of credit exposure as a significant source of risk in banking activities : the idea and methods of estimation
Kozak, Sylwester - In: E-Finanse : finansowy kwartalnik internetowy 11 (2015) 3, pp. 103-115
is the greatest threat to the orderly functioning of a bank. To protect against its materialization banks spend nearly 90 … banks in Poland in 2008-2013 indicates that banks should assign additional 4% and 2% of the capital requirement to cover the … risk of exposure concentrations in: respectively, individual entities and individual economic sectors. For banks with a …
Persistent link: https://www.econbiz.de/10011455469
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Moving in tandem : bank provisioning in emerging market economies
Murcia, Andres; Kohlscheen, Emanuel - 2016
Persistent link: https://www.econbiz.de/10011439943
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Does the geographic expansion of banks reduce risk?
Götz, Martin; Laeven, Luc; Levine, Ross - In: Journal of financial economics 120 (2016) 2, pp. 346-362
Persistent link: https://www.econbiz.de/10011590089
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Risk assessment for banking systems
Elsinger, Helmut - 2002
Persistent link: https://www.econbiz.de/10013436793
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Does the geographic expansion of bank assets reduce risk?
Götz, Martin; Laeven, Luc; Levine, Ross - 2014
Persistent link: https://www.econbiz.de/10010468874
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Does the geographic expansion of banks reduce risk?
Goetz, Martin; Laeven, Luc; Levine, Ross - 2016
Persistent link: https://www.econbiz.de/10011494151
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Does the Geographic Expansion of Bank Assets Reduce Risk?
Goetz, Martin Richard - 2014
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 assets reduces risk. Moreover, geographic expansion...
Persistent link: https://www.econbiz.de/10013039767
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Does the Geographic Expansion of Bank Assets Reduce Risk?
Goetz, Martin Richard - 2014
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 assets reduces risk. Moreover, geographic expansion...
Persistent link: https://www.econbiz.de/10013040486
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Bank Sectoral Concentration and (Systemic) Risk : Evidence from a Worldwide Sample of Banks
Beck, Thorsten - 2018
We propose a novel technique to measure three aspects of banks' sectoral concentration that feature prominently in … 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