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Bank contribution to financial sector systemic risk and expected returns : evidence from large U.S. banks
Usman, Muhammad - In: Borsa Istanbul Review 23 (2023) 1, pp. 203-216
We estimate the contribution of large U.S, banks to the financial sector systemic risk by using value-at-risk (VaR ), conditional value-at-risk (CoV aR ), and two-stage least square (2SLS) methodology, Our sample is the monthly stock returns of 25 large U.S, banks from 1997 to 2021, We find that...
Persistent link: https://www.econbiz.de/10014307497
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Systemic Risk and Bank Business Models
van Oordt, Maarten R.C. - 2014
In this study we disentangle two dimensions of banks' systemic risk: the level of bank tail risk and the linkage … between a bank's tail risk and severe shocks in the financial system. We employ a measure of the systemic risk of financial … bank characteristics are related to bank tail risk and systemic linkage. The interrelationship between bank characteristics …
Persistent link: https://www.econbiz.de/10013045729
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The political economy of financial systems
Haber, Stephen H.; Perotti, Enrico C. - 2008
This survey reviews the literature on the political economy of financial structure, broadly defined to include the size of capital markets and banking systems as well as the distribution of access to external finance across firms.The theoretical literature on the institutional basis for...
Persistent link: https://www.econbiz.de/10011374399
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Financial Development, Institutions and Banks
Marcelin, Isaac - 2018
This paper presents a framework for understanding the interactions between political and legal institutions, property rights protection, and their implications for financial development. Whereas the literature has answered questions on why some countries lag behind in terms of financial and...
Persistent link: https://www.econbiz.de/10012931243
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Analysis of Credit Risk, Efficiency, Liquidity, and Profitability of Selected Non-Bank Financial Institution : An Empirical Study
Akhter, Sabrina - 2017
, liquidity, and profitability; which affect the performance of non-bank financial institutions. The methods used are descriptive … with secondary data from financial statements of non-bank financial institutions from 2010 to 2015. Linear regressions …
Persistent link: https://www.econbiz.de/10012958800
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Repo and reverse repo activity of European banks : market activity, accounting and disclosure
Löw, Edgar; Riegel, Annika Patricia Michelle - 2020
paid to repos is, becomes apparent by examining the financial statement of one German bank. It was noticed, that the … information provided on repos was not too extensive, even though repos ac-counted for approximately 39% of the bank's total assets …
Persistent link: https://www.econbiz.de/10012436674
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Financial Markets and Financial Institutions in Russia in 2016
Abramov, Alexander E. - 2017
In 2016, Russia's stock market, in terms of its rates of return, set a world record among all the other stock markets. Over that year, the RTS Index gained 52.3%, and the MICEX Index –26.8% (Fig. 1). The faster growth rate of the RTS Index, which reflects the price of shares in US dollar...
Persistent link: https://www.econbiz.de/10012952699
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Financial Markets and Financial Institutes in 2010
Abramov, Alexander E. - 2013
This paper deals with Russian financial markets and financial institutions in 2010. The author focuses on the Russian stock market, bond market. The author analyzes key risks in financial markets, ruble devaluation risks and repo transactions risks
Persistent link: https://www.econbiz.de/10013085767
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Crises, Liquidity Shocks, and Fire Sales at Financial Institutions
Boyson, Nicole M. - 2014
We investigate liquidity shocks and shocks to fundamentals during financial crises at commercial banks, investment banks, and hedge funds. Liquidity shock amplification models assume that widespread funding problems cause fire sales. We find that most banks do not experience funding declines...
Persistent link: https://www.econbiz.de/10013069667
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Bank Opacity, Systemic Risk and Financial Stability
Mies, Michael - 2021
This paper examines the impact of bank opacity on European financial stability. Based on a panel dataset of capital … market-oriented European banks covering the period 2002-2018, it can be shown that bank opacity has a significant influence … mitigation of bank opacity and reducing systemic risk. Both the risk reporting in accordance with IFRS 7 and the measures …
Persistent link: https://www.econbiz.de/10013249070