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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

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

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

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

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

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

Global versus non-global banks : a capital ratios-based analysis

Drakos, Kōnstantinos; Malandrakis, Ioannis - In: Journal of central banking theory and practice 10 (2021) 2, pp. 5-22

This paper examines the Leverage Ratio and Total Capital Ratio of global versus non-global banks in both the pre- and post-crisis periods. A panel data set of 165 global and non-global financial institutions from 38 countries is used for the period 1999-2015 and a random effects model is...

Persistent link: https://www.econbiz.de/10012549173

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

European Banking Union structures and dynamics

Fernández Fernández, José Alejandro - In: Cogent economics & finance 11 (2023) 2, pp. 1-30

network are analyzed with Machine Learning, obtaining as push and pull bank variables solvency and bank income structure …

Persistent link: https://www.econbiz.de/10014502810

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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