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 …

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 …

proposals that aim to reduce inefficient risk taking behaviour of banks …

corporations. The main financial institutions consider reputation as one of the six risk factors to be managed by any corporation … standard ways academic literature has dealt with reputational risk: the multifactor model and the cumulative abnormal return …

We present a model where bank assets are a portfolio of risky debt claims and analyze stockholders' risk … increases, risk shifting by borrowers increases, even if their leverage is unchanged (zombie lending). (2) While the literature … increase prevails through a second channel: an increase in risk shifting. (3) Risk shifting decreases with the diversification …

achieve this aim during the banking crisis in 2008. My results reveal that liability ratios are cointegrated only after … that substantial heterogeneity governs the adjustment patterns of different banking groups to both, key ruptures in their …

, or banking crises. Instead, we detect a persistent component in the tail risk of relatively large banks that is bank … (measured as a bank's liabilities divided by national GDP) are linked to banks displaying higher tail risk. This effect is not … entirely due to risk channels that disproportionately expose relatively large banks to systematic tail risks, sovereign risks …