This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the … literature is twofold: First, we present an extended model of Ho and Saunders (1981) that explicitly captures interest rate risk … and returns from maturity transformation. Banks price interest risk according to their individual exposure separately in …

This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the … literature is twofold: First, we extend the Ho and Saunders (1981) model to capture interest rate risk and expected returns from … maturity transformation. Banks price interest risk according to their individual exposure separately in loan and deposit …

This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the … literature is twofold: First, we present an extended model of Ho and Saunders (1981) that explicitly captures interest rate risk … and returns from maturity transformation. Banks price interest risk according to their individual exposure separately in …

Attributing ratings to the top-20 owners, we construct a Risk-Weighted Ownership index (RWO) to measure the … profitability and risk-taking behaviour of the ownership structure at banks. Collecting data from 19 European countries plus the UK … performance and risk, at both an accounting and a market-based level. Overall, these results suggest that not only markets and …

Motivated by the variety of bank risk proxies, our analysis reveals that nonperforming assets are a well …-suited complement to the Z-score in studies of bank risk. …

This paper studies optimal risk-taking and information disclosure by firms that obtain financing from both a … heterogeneity among banks: lowly-collateralized firms vary optimal risk and information precision along with the degree of … banking to a low degree, the latter to a large degree. …

factors affecting risk management efficiency in banks. For empirical investigation, we employed Panel regression analysis … to 2009. Result for panel regression indicates that risk management efficiency in Nigerian banks is not just affected by … Nigerian banking sector. As it stands, the sufficiency of Basel principles for risk management is doubtful because asset …

welfare because it only reduces risk sharing. In contrast, in the U.S. banking system, where there is less competition for …

Fintechs are believed to help expand credit access to underserved consumers without taking on additional risk. We … compare the performance efficiency of LendingClub's unsecured personal loans with similar loans originated by banks. Using … risk and lending inefficiency, respectively. As of 2013 and 2016, we find that the higher NPL ratios at the largest banks …