supervisory data on the quality of banks’ loan portfolio, we show that a similar portfolio of the lending and borrowing bank helps …

This study highlights the differences in performance of commercial banks operating in Pakistan in the context of credit …

Little is known about the location of bank risk, i.e., which investors in which countries hold bank-issued securities … like bonds and stocks. In this paper, we analyze the (re-)distribution of bank risk across asset classes (short- and long …-term debt, equity), across investor types and across geographic locations. We also differentiate bank holdings according to …

volatility on bank asset allocation. …

the role played by bank-level variables, banking sector features in each country, and the specific characteristics of the …/substitution effects of both bank- and portfolio-level variables with the characteristics of the banking sector when explaining credit risk …

with the increase in the size of the bank´s assets …

portfolios of banks that performed well in the stress-testing. In general, stress-testing has resulted in more diversified bank …

measure of risk to profitability in a bank's loan portfolio based on traditional portfolio theory. This measure is used to … examine the risk levels in the loan portfolios of merging bank holding companies (BHCs) and the change in risk that occurs in …

Interest rate risk is the exposure of a bank's financial condition to adverse movements in interest rates. Changes in … interest rates affect a bank's earnings by changing its net interest income and also affect the underlying value of the bank … for assessing a bank's interest rate risk exposure: earnings perspective and economic value perspective. Changes in banks …

that a bank's credit policy and a bank's valuation are associated. …