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The Limits of Market Discipline in Reducing Banks' Risk Taking
Blum, Jürg - 2000
, however, the bank can readjust the level of risk after the deposit rate is contracted, market discipline leads to an increase …
Persistent link: https://www.econbiz.de/10011430018
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Risk management and managerial efficiency in Chinese banks: A network DEA framework
Matthews, Kent - 2010
foreign banks operating in China. This paper evaluates bank performance using a Network DEA approach where an index of risk …
Persistent link: https://www.econbiz.de/10010288845
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Bank Risk Management and the Franchise Value
Bauer, Wolfgang; Ryser, Marc - Institut für Schweizerisches Bankwesen <Zürich>; … - 2003
We analyze optimal risk management strategies for a regulatory restricted bank financed with deposits and equity in an … infinite horizonmodel. The bank has a positive franchise value from rents coming from deposit related services (liquidity … franchise value and the liquidation costs in case of a bank run give the bank a motivation for risk management. The franchise …
Persistent link: https://www.econbiz.de/10005859100
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Bank stress tests as an information device for emerging markets : the case of Russia
Fungáčová, Zuzana; Jakubík, Petr - 2012
recapitalisation of problematic banks under both of our proposed baseline and adverse scenarios. -- stress testing ; bank ; Russia …
Persistent link: https://www.econbiz.de/10009492415
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The limits of market discipline in reducing banks' risk taking
Blüm, Jürg M. - 2000
, however, the bank can readjust the level of risk after the deposit rate is contracted, market discipline leads to an increase …
Persistent link: https://www.econbiz.de/10011398285
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Bank risk proxies and the crisis of 2007/09 : a comparison
Noth, Felix; Tonzer, Lena - 2015
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. …
Persistent link: https://www.econbiz.de/10011334500
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Risk diversification by European financial conglomerates
Slijkerman, Jan Frederik; Schoenmaker, Dirk; Vries, … - 2005
We study the dependence between the downside risk of European banks and insurers. Since the downside risk of banks and insurers differs, an interesting question from a supervisory point of view is the risk reduction that derives from diversification within large banks and financial...
Persistent link: https://www.econbiz.de/10011346454
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Banking firm, equity and value at risk
Broll, Udo; Sobiech, Anna; Wahl, Jack E. - In: Contemporary economics 6 (2012) 4, pp. 50-53
The paper focuses on the interaction between the solvency probability of a banking firm and the diversification potential of its asset portfolio when determining optimal equity capital. The purpose of this paper is to incorporate value at risk (VaR) into the firm-theoretical model of a banking...
Persistent link: https://www.econbiz.de/10009768157
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Banking reform
Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011554963
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Risk Management and Managerial Efficiency in Chinese Banks : A Network DEA Framework
Matthews, Kent - 2011
foreign banks operating in China. This paper evaluates bank performance using a Network DEA approach where an index of risk …
Persistent link: https://www.econbiz.de/10013127928