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international subsidiary locations and risk of U.S. bank holding companies (BHCs). We find that U.S. BHCs are more likely to operate …This study investigates the implications of cross-country differences in banking regulation and supervision for the … subsidiaries in countries with weaker regulation and supervision and that such location decisions are associated with elevated BHC …
Persistent link: https://www.econbiz.de/10011623274
This paper examines market liquidity in the post-crisis era in light of concerns that regulatory changes might have … considering additional drivers of market liquidity. We document a stagnation of dealer balance sheets after the financial crisis … liquidity. …
Persistent link: https://www.econbiz.de/10011547707
institutions that would address the corporate governance challenges of such organizations, including incentive problems in risk … and risk takers form a new risk-bearing stakeholder class, and a home-country-based resolution regime operates for the … effective resolution process, incentives for excessive risk taking will continue unless the costs of risk decisions are …
Persistent link: https://www.econbiz.de/10008657240
bank heading to bankruptcy. We conduct a comparative analysis based on both Canonical Discriminant Analysis and Logit …
Persistent link: https://www.econbiz.de/10012968419
With a sample of 354 U.S. large bank holding companies, this paper investigates the determination of financial distress … with the Distance-to-Default (DD) measure in the U.S. banking market; (2) all the three major banking risk characteristics … i.e. non-performing loans, short-term wholesale funding, and the credit-risk indicator are reliable factors behind DD …
Persistent link: https://www.econbiz.de/10013059183
misclassification rate is adopted as a criteria iv) Results proves that Non-parametric models are more suitable for bank failure …
Persistent link: https://www.econbiz.de/10012985092
The central problem for financial regulation is reducing systemic risk. Systemic risk is the risk that the failure of … related limitations on bank size would not reduce systemic risk … paper addresses the five most important policies for dealing with systemic risk: the imposition of capital requirements, the …
Persistent link: https://www.econbiz.de/10013143703
extensive dataset of U.S. bank holding companies, we find that high policy uncertainty strengthens banks’ FUD. For banks with a …
Persistent link: https://www.econbiz.de/10013297758
We examine the impact of the U.S. withdrawal from the Paris Agreement on the relationship between climate risk and … systemic risk of U.S. global banks. We find that after 2017, investors stopped pricing climate risk into U.S. systemic risk … directly, consistent with domestic investors expecting climate risk deregulation. However, climate risk still indirectly …
Persistent link: https://www.econbiz.de/10014354192
enjoy a significant reduction in funding costs if affiliation with a bank extended the federal safety net for banks to cover …
Persistent link: https://www.econbiz.de/10003847359