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Systemic risk and sovereign debt in the Euro area
Radev, Deyan - 2013
We introduce a new measure of systemic risk, the change in the conditional joint probability of default, which assesses the effects of the interdependence in the financial system on the general default risk of sovereign debtors. We apply our measure to examine the fragility of the European...
Persistent link: https://www.econbiz.de/10010226548
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Assessing systemic fragility : a probabilistic perspective
Radev, Deyan - 2014
We outline a procedure for consistent estimation of marginal and joint default risk in the euro area financial system. We interpret the latter risk as the intrinsic financial system fragility and derive several systemic fragility indicators for euro area banks and sovereigns, based on CDS...
Persistent link: https://www.econbiz.de/10010419854
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Capital adequacy regulation and financial conglomerates
Mälkönen, Ville - 2004
A topical concern in public-policy debate is that the current capital adequacy regulation designed for stand-alone financial institutions exhibits several weaknesses due to the emergence of large financial institutions combining several activities under common control.This paper addresses these...
Persistent link: https://www.econbiz.de/10012147909
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Integration of financial supervision
Holopainen, Helena - 2007
The emergence of financial conglomerates and multinational financial institutions as well as the development of new financial products have raised concerns as to the ability of separate sectoral supervisors and different national authorities to effectively oversee financial markets....
Persistent link: https://www.econbiz.de/10012148001
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Determinants of financial distress in u.s. large bank holding companies
zhang, zhichao; Xie, Li; lu, xiangyun; zhang, zhuang - Volkswirtschaftliche Fakultät, … - 2014
determination; (3) for the two alternative measures of BHC activity diversification, non-interest income is positively related with …
Persistent link: https://www.econbiz.de/10011257756
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Income Diversification and Bank Performance: Evidence From Turkish Banking Sector
GURBUZ, Ali Osman; YANIK, Serhat; AYTURK, Yusuf - In: Journal of BRSA Banking and Financial Markets 7 (2013) 1, pp. 9-29
In this study, relationship between non-interest income generating activities (income diversification) and risk … empirical results indicate that income diversification increases risk-adjusted financial performance of Turkish deposit banks. …
Persistent link: https://www.econbiz.de/10010896072
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The impacts of Gramm–Leach–Bliley bank diversification on value and risk
Filson, Darren; Olfati, Saman - In: Journal of Banking & Finance 41 (2014) C, pp. 209-221
Combined abnormal returns from U.S. bank holding company acquisitions during 2001–2011 suggest that diversification … returns over the prior year (characteristics consistent with models of optimal diversification). Results are inconclusive on …
Persistent link: https://www.econbiz.de/10010744375
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Capital adequacy regulation and financial conglomerates
Mälkönen, Ville - Suomen Pankki - 2004
A topical concern in public-policy debate is that the current capital adequacy regulation designed for stand-alone financial institutions exhibits several weaknesses due to the emergence of large financial institutions combining several activities under common control. This paper addresses these...
Persistent link: https://www.econbiz.de/10005648868
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Integration of financial supervision
Holopainen, Helena - Suomen Pankki - 2007
The emergence of financial conglomerates and multinational financial institutions as well as the development of new financial products have raised concerns as to the ability of separate sectoral supervisors and different national authorities to effectively oversee financial markets....
Persistent link: https://www.econbiz.de/10005190747
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The impact of revenue diversification on bank profitability and stability : empirical evidence from South Asian countries
Nisar, Shoaib; Peng, Ke; Wang, Susheng; Ashraf, Badar Nadeem - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-25
This paper is a contribution to the ongoing debate on the benefits and drawbacks of bank revenue diversification …. Revenue diversification may benefit banks if diversified activities are inherently less risky and possess high returns, while … commercial banks from all South Asian countries, we found that overall revenue diversification into non-interest income has a …
Persistent link: https://www.econbiz.de/10011883276