market risk for bank equities in the case of an emerging market setting, Turkey. The analysis reveals that maturity … composition of a bank's loans, the share of trading income in a bank's overall revenue stream and its foreign-ownership structure … by investors as safer companies to invest in while increases in trading income as a source of bank's overall revenue …

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. …

Internal Ratings-Based approach affects the bank loan pricing mechanism, by developing a multiperiod risk-adjusted pricing … provides an immediate support for bank managers in making a loan price-related decision …

This paper investigates (1) how the composition of executive compensation is related to a bank's incentive to take … severe moral hazard behavior, and (3) how the relation between bank executive compensation and risk taking changes before and … during the recent financial crisis. We find that bank risk measured by the Z-score and the volatility of stock returns …

Interest rate risk is the exposure of a bank's financial condition to adverse movements in interest rates. Changes in … interest rates affect a bank's earnings by changing its net interest income and also affect the underlying value of the bank … for assessing a bank's interest rate risk exposure: earnings perspective and economic value perspective. Changes in banks …

We present a model where bank assets are a portfolio of risky debt claims and analyze stockholders' risk …-taking behavior while considering the strategic interaction between debtors and creditors. We find that: (1) as the leverage of a bank … demonstrates that an increase in comovement of a loan portfolio increases the bank's cost of default directly, we find that the …