Showing 1 - 10 of 5,660
diversification within large banks and financial conglomerates. We discuss the limited value of the normal distribution based … of the risk distribution. This measure is estimated and indicates better diversification benefits for conglomerates …
Persistent link: https://www.econbiz.de/10011346454
banks' soundness, the structural characteristics and efficiency of the banking sector and the development of the capital … efficiency significantly modulates the linkages between concentration and soundness. We also find that capital markets …
Persistent link: https://www.econbiz.de/10013054889
competition exerts competitive pressure on the banking system, and hence it negatively contributes to the bank's stability. It has …
Persistent link: https://www.econbiz.de/10014500859
In an attempt to enrich the literature of the efficiency of financial services sector with holistic perspective, this … study aims to empirically investigate the input efficiency of banking and insurance sectors with further probe into Islamic … show that, on average, the allocative efficiency of the overall Islamic financial services sector has increased during the …
Persistent link: https://www.econbiz.de/10012960867
This paper presents a methodology to calculate the Systemic Risk Ranking of financial institutions in the European banking sector using publicly available information. The proposed model makes use of the network structure of financial institutions by including the stock return series of all...
Persistent link: https://www.econbiz.de/10013014960
indices; second, which bank-specific characteristics explain these risk exposures; third, are there clusters of banks with … analysis of bank-to-bank linkages suggests that any “globalization” of the euro area crisis is likely to be channelled through …
Persistent link: https://www.econbiz.de/10013079882
This paper examines the driving effect of economic policy uncertainty on bank systemic risk with a distinction between … systemic linkage and bank tail risk. Using bank-level data of 25 economies during the period 2010-2020, we find consistent and … robust evidence that policy uncertainty is negatively associated with bank tail risk but positively related to systemic …
Persistent link: https://www.econbiz.de/10013404472
more non-interest income. In this paper, we analyze theories of bank stability on market concentration, financial deepening …, bank income structure and international debt situation by using panel data for 18 emerging countries. Our results show that … alternative financial system plays an important role in the bank risk behavior. The potentially important policy implication is …
Persistent link: https://www.econbiz.de/10009743442
development that captures the overall structure of the financial sector and its degree of institutional diversification (ID). We … system structures tend to experience faster growth than countries with lower levels of institutional diversification. The ID …
Persistent link: https://www.econbiz.de/10013037698