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The impact of credit risk on bank profitability in Nigeria
Onyeiwu, Charles; Ajayi, Gideon; Muoneke B., Obumneke - In: Journal of banking and financial economics 1 (2020) 13, pp. 5-22
the data analysis shows that there is a strong relationship between credit risk parameters and returns of the bank …
Persistent link: https://www.econbiz.de/10012887677
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How Large Banks Use CDS to Manage Risks : Bank-Firm-Level Evidence
Hasan, Iftekhar - 2015
evidence of bank using CDS to exploit private information …
Persistent link: https://www.econbiz.de/10013021173
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Basel Regulations and Operational Risk Management : Conceptual Challenges Under Basel II & Basel III
Barton, Uzma Ashraf - 2013
Financial globalization has given an impetus to the development and innovation in financial products. However, at the same time, it has complicated banking regulations and its consequent risk management mechanisms. The GFC and consequent Basel III have accentuated the importance of operational...
Persistent link: https://www.econbiz.de/10013088275
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The failure of supervisory stress testing : Fannie Mae, Freddie Mac, and OFHEO
Frame, W. Scott; Gerardi, Kristopher; Willen, Paul - 2015 - This version: March 2015
these GSEs as mortgage market conditions deteriorated in 2007 and 2008. The analysis focuses on a key element of OFHEO …
Persistent link: https://www.econbiz.de/10010510096
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The failure of supervisory stress testing : Fannie Mae, Freddie Mac, and OFHEO
Frame, W. Scott; Gerardi, Kristopher; Willen, Paul - 2015
for Fannie Mae and Freddie Mac. We study a key component of OFHEOs model - 30-year fixed-rate mortgage performance - and … in a significant underprediction of mortgage credit losses and associated capital needs at Fannie Mae and Freddie Mac …
Persistent link: https://www.econbiz.de/10010499577
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Specialisation in Mortgage Risk Under Basel II
Benetton, Matteo - 2017
Since Basel II was introduced in 2008, two approaches to calculating bank capital requirements have co-existed: lenders … management. Our results have broad implications for the design of the international bank capital framework …
Persistent link: https://www.econbiz.de/10012965404
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Impact of the development of FinTech by commercial banks on bank credit risk
Zhang, Yujin; Ye, Shujun; Liu, Jie; Du, Lihong - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473067
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Half-full or half-empty? : financial institutions, CDS use, and corporate credit risk
Caglio, Cecilia; Darst, R. Matthew; Parolin, Eric - 2018 - Current version: January 31, 2018
We construct a novel U.S. data set that matches bank holding company credit default swap (CDS) positions to detailed U …
Persistent link: https://www.econbiz.de/10011932424
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Interest and Credit Risk Management in German Banks : Evidence From a Quantitative Survey
Drager, Vanessa - 2020
Using unique data of a survey among small and medium-sized German banks, we analyze various aspects of risk management over a short-term and medium-term horizon. We especially analyze the effect of a 200-bp increase in the interest level. We find that, in the first year, the impairments of...
Persistent link: https://www.econbiz.de/10012841281
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Credit Risk Management in Commercial Banks
N., Suresh - 2017
sector banks had no correlation with that of individual Bank and portfolios of occupations plays significant role towards …
Persistent link: https://www.econbiz.de/10012951742