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Empirical evidence on disclosure and risk-taking of banks in Ghana
Kuranchie-Pong, Lydia; Bokpin, Godfred A.; Andoh, Charles - In: Journal of financial regulation and compliance : an … 24 (2016) 2, pp. 197-212
Persistent link: https://www.econbiz.de/10011563842
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Empirical evidence on disclosure and risk-taking of banks in Ghana
Kuranchie-Pong, Lydia; Bokpin, Godfred Alufa; Andoh, Charles - In: Journal of Financial Regulation and Compliance 24 (2016) 2, pp. 197-212
Purpose This paper aims to empirically examine the relationship between disclosure and risk-taking of banks in Ghana …-2011. Design/methodology/approach The study used panel regression model and relate risk-taking to disclosure, controlling for bank … size, profitability, liquidity and treasury bill rate. Disclosure scores from a disclosure index are used as a measure of …
Persistent link: https://www.econbiz.de/10014870733
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Bank bonds: Size, systemic relevance and the sovereign
Zaghini, Andrea - 2014
We analyze the risk premium on bank bonds at origination with a special focus on the role of implicit and explicit public guarantees and the systemic relevance of the issuing institutions. By looking at the asset swap spread on 5,500 bonds, we find that explicit guarantees and sovereign...
Persistent link: https://www.econbiz.de/10010343076
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Deposit insurance, market discipline and off-balance sheet banking risk of large U.S. commercial banks
Hassan, M. Kabir; Karels, Gordon B.; Peterson, Manferd O. - 1991
The "market discipline" of off-balance sheet banking activities (OBSA) has been reexamined by employing contingent claims valuation techniques to derive implied asset variances from bank equity and deposit insurance, and from risk-premia for bank subordinated debt. Specifically implied asset...
Persistent link: https://www.econbiz.de/10009468594
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The market's evaluation of off-balance sheet banking risk: a methodological reexamination
Hassan, M. Kabir; Karels, Gordon V.; Peterson, Manferd O. - 1991
The empirical literature, to date, has ignored the impact of Off-balance sheet (OBS) banking activities on the default-risk premia borne by bank subordinated debtholders. This paper examines the "market discipline" of OBS activities by employing a contingent claims pricing model to the...
Persistent link: https://www.econbiz.de/10009468597
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Deposit insurance, market discipline and off-balance sheet banking risk of large U.S. commercial banks
Hassan, M. Kabir; Karels, Gordon V.; Peterson, Manferd O. - 1991
The "market discipline" of off-balance sheet banking activities (OBSA) has been reexamined by employing contingent claims valuation techniques to derive implied asset variances from bank equity and deposit insurance, and from risk-premia for bank subordinated debt. Specifically implied asset...
Persistent link: https://www.econbiz.de/10009451088
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The market's evaluation of off-balance sheet banking risk: a methodological reexamination
Hassan, M. Kabir; Karels, Gordon V.; Peterson, Manferd O. - 1991
The empirical literature, to date, has ignored the impact of Off-balance sheet (OBS) banking activities on the default-risk premia borne by bank subordinated debtholders. This paper examines the "market discipline" of OBS activities by employing a contingent claims pricing model to the...
Persistent link: https://www.econbiz.de/10009451091
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Institutional and economic determinants of regional public debt in Spain
Delgado Téllez de Cepeda, Mar; Pérez García, Javier José - 2018
En este documento se hace un análisis empírico de la evolución y de los determinantes de la deuda de las Comunidades Autónomas (CCAA). España constituye un caso interesante de estudio debido a su alto nivel de descentralización fiscal (desarrollado gradualmente durante las últimas cuatro...
Persistent link: https://www.econbiz.de/10012532116
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The Limits of Market Discipline in Reducing Banks' Risk Taking
Blum, Jürg - 2000
This paper analyzes the influence of market discipline on the risk-taking incentives of banks. It is shown that market discipline reduces risk if banks can credibly commit to a given level of risk before the interest rate on deposits is set. If, however, the bank can readjust the level of risk...
Persistent link: https://www.econbiz.de/10011430018
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Stress tests and capital requirement disclosures: Do they impact banks' lending and risk-taking decisions?
Konietschke, Paul; Ongena, Steven; Marques, Aurea Ponte - 2022
How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress …
Persistent link: https://www.econbiz.de/10013368009