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Bank risk proxies and the crisis of 2007/09 : a comparison

Noth, Felix; Tonzer, Lena - 2015

Persistent link: https://www.econbiz.de/10011334500

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 … banking organization as well as the added capital that will be needed in order to hedge that risk. The execution of the …

Persistent link: https://www.econbiz.de/10011545145

The SSM at 1

Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016

On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame … Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial … College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform …

Persistent link: https://www.econbiz.de/10011557140

Risk Management, Corporate Governance, and Bank Performance in the Financial Crisis

Schmid, Markus - 2013

The recent financial crisis has raised several questions with respect to the corporate governance of financial institutions. This paper investigates whether risk management-related corporate governance mechanisms, such as for example the presence of a chief risk officer (CRO) in a bank's...

Persistent link: https://www.econbiz.de/10013092298

Bank Executive Compensation Structure, Risk Taking and the Financial Crisis

Guo, Lin - 2014

This paper investigates (1) how the composition of executive compensation is related to a bank's incentive to take excessive risk, (2) whether executive compensation in larger banks, especially the too-big-to-fail (TBTF) banks, induces more severe moral hazard behavior, and (3) how the relation...

Persistent link: https://www.econbiz.de/10013069368

Financial Expertise of the Board, Risk Taking, and Performance : Evidence from Bank Holding Companies

Minton, Bernadette A. - 2014

Financial expertise among independent directors of U.S. banks is positively associated with balance-sheet and market-based measures of risk in the run-up to the 2007-2008 financial crisis. While financial expertise is weakly associated with better performance before the crisis, it is strongly...

Persistent link: https://www.econbiz.de/10013070861

Bank Stress Testing : A Stochastic Simulation Framework to Assess Banks’ Financial Fragility

Montesi, Giuseppe - 2018

We present a stochastic simulation forecasting model for stress testing aimed at assessing banks' capital adequacy, financial fragility and probability of default. The paper provides a theoretical presentation of the methodology and the essential features of the forecasting model on which it is...

Persistent link: https://www.econbiz.de/10012936094

The Role of Risk Management in Corporate Governance

Ellul, Andrew - 2015

Failures of banks' governance and risk management functions have been identified as key causes of the 2007-2008 financial crisis. This article reviews the empirical literature that investigates the relationship between governance structures and risk management functions as well as their impact...

Persistent link: https://www.econbiz.de/10013012356

Does a Financial Crisis Change a Bank's Exposure to Risk? A Difference-in-Differences Approach

Mäkinen, Mikko - 2021

Can a major financial crisis trigger changes in a bank’s risk-taking behavior? Using the 2008 Global Financial Crisis as a quasi-natural experiment and a difference-in-differences approach, I examine whether the worst crisis-hit Russian banks – the banks that have strong incentives to...

Persistent link: https://www.econbiz.de/10013224915

Financial Covenants, Credit Risk, and the Resolution of Uncertainty

Demerjian, Peter R. - 2010

I examine the role of financial covenants in private debt contracts. I predict that financial covenants help limit ex ante uncertainty about the borrower's performance - the risk that the borrower will default on the loan - in the contract. I find that covenant inclusion is positively related to...

Persistent link: https://www.econbiz.de/10013147441

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