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Als Reaktion auf die Schwächen des Value-at-Risk-Konzeptes wurden in der Literatur axiomatische Risikomessansätze als Alternative vorgeschlagen. Mario Brandtner charakterisiert die diesen Ansätzen zugrunde liegenden Risikoverständnisse und präsentiert Techniken zu deren Umsetzung bei der...
Persistent link: https://www.econbiz.de/10014015725
In this study, we investigate the tail dependency between bank stocks in China and 35 common risk factors. We measure … from Chinese bank stocks. The univariate conditional tail risk is considerably higher than the unconditional tail risk. The … single risk factor. In general, there is a stronger cross-market tail linkage between emerging market risk factors and bank …
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and identify the tools to manage these resources. Following the fundamentals of the resource-based view (RBV), bank … from 425 bank executives employed at different digital banks located in Malaysia. To achieve our research objectives, a …
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The book explains the impact of bank business models on company business models by discussing the relationship among … provides a combination of financial and management-related activities, in the context of bank business models, taking into …
Persistent link: https://www.econbiz.de/10012519902
1 Introduction and Overview -- 2 A Primer for Economics of Banking -- Part I Too-Big-to-Fail in Banking Review -- 3 Introduction to Too-Big-to-Fail in Banking -- 4 TBTF Causal Chain: Explicit and Implicit Government Guarantees -- 5 Public Cost and Benets of TBTF -- 6 TBTF Policy Recommendations...
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Chapter 1. Introduction -- PART I: Corporate Governance. Chapter 2. Compensation Policy in Banking: The case of Tournament Incentives -- Chapter 3. The Effect of Board Diversity and ESG Engagement on Banks’ Profitability and Risk -- Chapter 4. ESG default risk mitigation effect: a...
Persistent link: https://www.econbiz.de/10014318469