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Revisiting the effects of banks' size on systemic risk : the role of banking sector concentration in the European Banking Union
Fina Kamani, Eric - In: Applied economics letters 29 (2022) 9, pp. 817-821
Persistent link: https://www.econbiz.de/10013411788
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Mortgage-related bank penalties and systemic risk among U.S. banks
Brož, Václav; Kočenda, Evžen - 2020
Persistent link: https://www.econbiz.de/10012545601
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Mortgage-related bank penalties and systemic risk among U.S. banks
Brož, Václav; Kočenda, Evžen - 2021
the public, long-term systemic risk among banks tends to increase. From the dynamic perspective, bank penalties represent … long-term. In this respect, bank penalties resemble still waters that run deep. In contrast, a settlement with regulatory …
Persistent link: https://www.econbiz.de/10012697108
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Stress testing bank profitability
Duane, Michael; Schuermann, Til; Reynolds, Peter - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 72-84
Persistent link: https://www.econbiz.de/10010259555
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Stress testing convergence
Gutiérrez Gallardo, Germán; Schuermann, Til; Duane, … - In: Journal of risk management in financial institutions 9 (2015/2016) 1, pp. 32-45
Persistent link: https://www.econbiz.de/10011488786
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Market perception of bank risk and securitization in Spain
Iglesias Casal, Ana; López Penabad, María Celia; … - In: Journal of business economics and management 17 (2016) 1, pp. 92-108
Persistent link: https://www.econbiz.de/10011516815
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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...
Persistent link: https://www.econbiz.de/10011557140
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Banking stress test effects on returns and risks
Neretina, Ekaterina; Sahin, Cenkhan; Haan, Jakob de - 2014
Persistent link: https://www.econbiz.de/10010343579
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Non-performing loans and systemic risk of Indian Banks
Dash, Mihir - In: Journal of applied management and investments : JAMI 10 (2021) 1, pp. 10-20
Persistent link: https://www.econbiz.de/10013093108
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Measuring and stress-testing market-implied bank capital
Indergand, Martin; Jondeau, Eric; Fuster, Andreas - 2022
We propose a methodology for measuring the market-implied capital of banks by subtracting from the market value of equity (market capitalization) a credit-spread-based correction for the value of shareholders' default option. We show that without such a correction, the estimated impact of a...
Persistent link: https://www.econbiz.de/10013168743