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Risk estimation, diversification, and optimal weights
Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015047334
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Credit risk capital estimation under IRB approach for banks in India
Bajaj, Richa Verma - In: Journal of quantitative economics 16 (2018) 2, pp. 475-500
Persistent link: https://www.econbiz.de/10012418500
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Credit risk measurement : evidence of concentration risk in Polish banks' credit exposures
Nehrebecka, Natalia - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 2, pp. 681-712
Persistent link: https://www.econbiz.de/10012213643
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Climate transition risk in U.S. loan portfolios : are all banks the same?
Nguyen, Quyen; Diaz-Rainey, Ivan; Kuruppuarachchi, Duminda - In: International review of financial analysis 85 (2023), pp. 1-39
Persistent link: https://www.econbiz.de/10014235027
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The impacts of interest rates on banks' loan portfolio risk-taking
Adão, Luiz F. S.; Silveira, Douglas; Ely, Regis Augusto; … - In: Journal of economic dynamics & control 144 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013543114
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The risk spiral : the effects of bank capital and diversification on risk taking
Peleg Lazar, Sharon; Raviv, Alon - In: International review of financial analysis 65 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012208875
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Does sectoral diversification of loans and financing improve bank returns and risk in dual-banking systems?
Šeho, Mirzet; Ibrahim, Mansor Haji; Mirakhor, Abbas - In: Pacific-Basin finance journal 68 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10013332704
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Does Diversification Increase or Decrease Bank Risk and Performance? Evidence on Diversification and the Risk-Return Tradeoff in Banking
Berger, Allen N. - 2010
Conventional wisdom in banking argues that diversification tends to reduce bank risk and improve performance, but the … diversification strategy. The marginal effects of focus indices (inverse measures of diversification) on performance are nonlinearly … recent financial crisis suggests that aggressive diversification strategies may have resulted in increased risk taking and …
Persistent link: https://www.econbiz.de/10013139765
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Risk decomposition, estimation error, and naïve diversification
Haensly, Paul J. - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
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What is the best risk measure in practice? : a comparsion of standard measures
Emmer, Susanne; Kratz, Marie; Tasche, Dirk - In: Journal of risk 18 (2015/2016) 2, pp. 31-60
Persistent link: https://www.econbiz.de/10011438976