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A closed-form solution to the risk-taking motivation of subordinated debtholders
Heller, Yuval; Peleg-Lazar, Sharon; Raviv, Alon - In: Economics letters 181 (2019), pp. 169-173
Persistent link: https://www.econbiz.de/10012121790
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Strategic selection of risk models and bank capital regulation
Colliard, Jean-Edouard - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2591-2606
Persistent link: https://www.econbiz.de/10012039818
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Ex ante, ex post risk and bank capital ratios : an empirical investigation
Abbas, Faisal; Bashir, Adnan - In: Journal of economic and administrative sciences 39 (2023) 4, pp. 892-914
Persistent link: https://www.econbiz.de/10014502174
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Risk-taking, competition and uncertainty : do CoCo bonds increase the risk appetite of banks?
Wijnbergen, Sweder van; Fatouh, Mahmoud; Neamtu, Ioana - 2020
Persistent link: https://www.econbiz.de/10012217408
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The leverage ratio, risk-taking and bank stability
Smith, Jonathan Acosta; Grill, Michael; Lang, Jan Hannes - In: Journal of financial stability 74 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015083467
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Hedging executive compensation risk through investment banks
Dye, Ronald A.; Sridhar, Sri S. - In: The accounting review : a publication of the American … 91 (2016) 4, pp. 1109-1138
Persistent link: https://www.econbiz.de/10011520915
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Uncertainty, capital investment, and risk management
Doshi, Hitesh; Kumar, Praveen; Yerramilli, Vijay - In: Management science : journal of the Institute for … 64 (2018) 12, pp. 5769-5786
Persistent link: https://www.econbiz.de/10011964588
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Control without limits : why the "fundamental review of trading books" is a good step forward and how it could go further
Godart, Cyril - In: Journal of risk management in financial institutions 8 (2015) 3, pp. 297-307
Persistent link: https://www.econbiz.de/10011443591
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Short-selling, leverage and systemic risk
Pais, Amelia; Stork, Philip - 2013
financial institutions, especially for institutions with high leverage. This study uses Extreme Value Theory to estimate the …
Persistent link: https://www.econbiz.de/10010226885
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Risky Adjustments or Adjustments to Risks : Decomposing Bank Leverage
Koch, Cathérine - 2018
This paper separates short- and long-run dynamics of bank leverage by use of cointegration analysis. With respect to the long-run, if banks' leverage ratio or related liability shares are constant over time, they form a cointegrating relationship. Thus, cointegration tests indicate whether banks...
Persistent link: https://www.econbiz.de/10012938558