ownership structure and bank risk-taking behavior is correlated with the characteristics of individual banks in terms of … quantile regression. First, state ownership and foreign ownership affect bank risk-taking positively in high-risk banks while … distributions of bank risk. These findings suggest that appropriate ownership structure can constrain bank risk-taking activities in …

This study estimates the parameters of credit derivatives, equity derivatives and structural models for bank … bank's balance sheet information. The study also finds that CoCo bonds are likely to be fully subscribed when issued given …

faced by a bank. Assuming that loans may turn bad any year after they are granted, a banks' lending behaviour has been shown … Indian banking industry. However, when the systemic importance of the bank is considered, the systemically important banks …

findings, for example, on the lease contract type. Most importantly, as proposed by Miller and Töws (J Bank Finance 91 …

authors stress that bank management contemplating diversification into the commercial sector must be selective about which … possible benefits from combining banking and commerce, including portfolio diversification, the creation of internal capital … that portfolio diversification could be an important benefit from combining banks with some types of nonbank firms. The …

(systemic risk). A seminal theoretical work has shown that linear diversification can reduce the risk of a bank failing, but at …Diversification practices by banks affect their own risk of failing and the risk of the banking system as a whole … for securitization with two tranches, by finding their corresponding optimal diversification solutions, and by discussing …

. Developments were characterised by excessive bank lending activities with rising interest rate and credit-default risks, inter alia …