In moral hazard models, bank shareholders have incentives to transfer wealth from the deposit insurer - that is … value, and a risk measure, this paper develops a semi-parametric model for estimating the critical level of bank risk at …

heterogeneous and depended on the financial features of banks’ balance sheets; as its business becomes more diversified as a bank … that investors’ evaluation approach of the risk-inducing effect of the accommodative policy on bank has been changing over …

This paper studies how a bank's diversification affects its own risk taking behavior and the risk taking of competing ….S. commercial banking sector indicate that a bank's risk taking is lower when its competitors have a more diversified branch network …, I further pin down a causal relationship between the diversification of competitors and a bank's risk taking behavior …

promoting bank safety and soundness. The Bank for International Settlements contends that market discipline imposes strong … potential losses from their risk exposures. Using 2007 and 2013 data on top-tier, publicly traded U.S. bank holding companies …

to the balance sheet structure of U.S. large banks using Uniform Bank Holding Company Performance Reports reveals that a …

meaningful. Despite unprecedented central bank intervention, the stock returns of both U.S. and European banks have remained … significantly related to market and bank-level fundamentals in the years since the financial crisis. Modeling bank returns as a … function of their profitability, growth and solvency explains 44% to 60% of the variation in U.S. and European bank stock …

This paper compares the stability of the U.S. Dual Banking system's two bank groups, national and state banks, in light … question asks to whether or not the respective regulatory agencies of both bank groups are responsible for these changes in … liquidity-related problems than the FDIC. The paper is the first of its kind to analyze bank fragility around the escalation of …