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A network approach to interbank contagion risk in South Africa
Mananga, Pierre Nkou; Lin, Shiqiang; Zhang, Hairui - 2023
Persistent link: https://www.econbiz.de/10014337911
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The determinants of bank CDS spreads : evidence from the financial crisis
Chiaramonte, Laura; Casu, Barbara - In: The European journal of finance 19 (2013) 9/10, pp. 861-887
Persistent link: https://www.econbiz.de/10010245653
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Financial Statements-Based Bank Risk Aggregation
Li, Jianping; Wei, Lu; Zhu, Xiaoqian - 2022 - 1st ed. 2022.
Chapter 1. Basic concepts of bank risk aggregation -- Chapter 2. Research review of bank risk aggregation -- Chapter 3. Financial statements based bank risk aggregation framework -- Chapter 4. Bank risk aggregation based on income statement -- Chapter 5. A “factor-integral” approach to solve...
Persistent link: https://www.econbiz.de/10013163599
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Operational risk measurement : a loss distribution approach with segmented dependence
Zhu, Xiaoqian; Wang, Yinghui; Li, Jianping - In: The journal of operational risk 14 (2019) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10012052383
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A general framework for constructing bank risk data sets
Zhu, Xiaoqian; Lu, Wei; Wu, Dengsheng; Li, Jianping - In: Journal of risk 21 (2018/2019) 1, pp. 37-59
Persistent link: https://www.econbiz.de/10011980291
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The effect of credit derivatives usage on the risk of European banks
Rodríguez Gil, Luís Ignacio; Otero-González, Luis; … - In: Revista de economía mundial : REM ; revista de la … 40 (2015), pp. 197-219
Persistent link: https://www.econbiz.de/10011812097
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ROE in banks : performance or risk measure? : evidence from financial crises
Moussu, Christophe; Petit-Romec, Arthur - In: Finance : revue de l'Association Française de Finance 38 (2017) 2, pp. 95-133
Persistent link: https://www.econbiz.de/10011892239
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Financial crisis and diversification strategies : the impact on bank risk, and performance
Pham, Khanh Duy; Ngo Minh Vu; Nguyen Huu Huan; Vu Linh … - In: Economics and Business Letters : EBL 10 (2021) 3, pp. 249-261
Persistent link: https://www.econbiz.de/10012595979
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The impact of intellectual capital on bank risk : evidence from banking sectors of Bangladesh
Zheng, Changjun; Islam, Md. Nazmul; Sadekin, Md Nazmus; … - 2022
Persistent link: https://www.econbiz.de/10013397728
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Sustainability, digital transformation and Fintech : the new challenges of the banking industry
Pérez, Andrea (ed.) - 2021
In the current competitive scenario, the banking industry must contend with multiple challenges tied to regulations, legacy systems, disruptive models/technologies, new competitors, and a restive customer base, while simultaneously pursuing new strategies for sustainable growth. Banking...
Persistent link: https://www.econbiz.de/10014230363