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Why do banks bear interest rate risk?
Memmel, Christoph - In: Schmalenbach business review : sbr 70 (2018) 3, pp. 231-253
Persistent link: https://www.econbiz.de/10011888444
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Bank interest rate risk management
Vuillemey, Guillaume - In: Management science : journal of the Institute for … 65 (2019) 12, pp. 5933-5956
Persistent link: https://www.econbiz.de/10012146909
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Understanding and managing interest rate risk at banks
Acharya, Viral V. - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 218-231
Persistent link: https://www.econbiz.de/10011974365
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Bank risk profiles and business model characteristics
Ercegovac, Roberto; Pečarić, Mario; Klinac, Ivica - In: Journal of central banking theory and practice 9 (2020) 3, pp. 107-121
Current research, especially after the financial crisis, highlights different key determinants of high risk bank … profiles. The main aim of this paper is to test, through an empirical model, the impact of various determinants of bank … business models on the bank risk with the purpose of enabling early identification of signals of risk and timely application of …
Persistent link: https://www.econbiz.de/10012306852
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The new supervisory outlier test (SOT) on net interest income (NII) : empirical evidence from a sample of Italian banks
Curcio, Domenico; Gianfrancesco, Igor; Pansini, Annalisa; … - In: Risk management magazine 17 (2022) 3, pp. 42-52
This paper contributes to prior literature and to the current debate concerning the prudential supervisory framework to measure interest rate risk in the banking book (IRRBB), which has been significantly changed on April 2016, when the Basel Committee on Banking Supervision (BCBS) published the...
Persistent link: https://www.econbiz.de/10013501333
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Bank capital buffers and bank risks : evidence from the Namibian banking sector
Sheefen, Johannes P. S. - In: International journal of business and economic sciences … 15 (2022) 3, pp. 60-68
Purpose: This paper analysed the effects of bank's risk on capital buffer in Namibia, in the absence of the consensus … both the short and long run. On the contrary, bank size in form of log of total loans positively affects capital buffers in …
Persistent link: https://www.econbiz.de/10014281281
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Liquidity risk : measurement and control
Blahová, Naďa - In: European financial and accounting journal : EFAJ 7 (2012) 1, pp. 41-61
The article deals with the liquidity risk in the banks in the context of the financial crisis. At first, the balance sheet and market liquidity are defined and the main principles of the methods for measuring liquidity risk, which banks use, are identified. Then follow review of main challenges...
Persistent link: https://www.econbiz.de/10011460084
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Regulation, institutional quality, and stability of the banking system in West African Economic and Monetary Union
Sodokin, Koffi; Egbeleo, Essowaba; Kuessi, Richard; … - In: Cogent economics & finance 11 (2023) 2, pp. 1-22
regulations, activity restrictions, and supervisory authorities reduce the risk of bank insolvency. The results suggest that a …
Persistent link: https://www.econbiz.de/10014502813
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A sentiment-based risk indicator for the Mexican financial sector
Fernandez, Raul; Palma Guizar, Brenda; Rho, Caterina - In: Latin American journal of central banking : LAJCB 2 (2021) 3, pp. 1-27
We apply sentiment analysis to Twitter messages in Spanish to build a sentiment risk index for the financial sector in Mexico. We classify a sample of tweets from 2006-2019 to identify messages in response to a positive or negative shock to the Mexican financial sector, relative to merely...
Persistent link: https://www.econbiz.de/10012659015
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Un/desired impact of capital buffers : evidence from Indonesian bank profitability and risk-taking
Hendrawan, Muhammad Herru; Defung, Felisitas; Wardhani, … - In: Cogent economics & finance 11 (2023) 2, pp. 1-29
stability and stronger shareholder engagement. This ultimately benefits the bank and its stakeholders in the long run. However …
Persistent link: https://www.econbiz.de/10014503054