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Bank interest margin, multiple shadow banking activities, and capital regulation

Lin, Jyh-horng; Chen, Shi; Huang, Fu-Wei - In: International Journal of Financial Studies : open … 6 (2018) 3, pp. 1-20

regulation. The barrier options theory of corporate security valuation is applied to the contingent claims of a bank. The barrier …In this paper, we develop a contingent claim model to evaluate a bank’s equity and liabilities that integrates the … products (WMPs) and entrusted loans (ELs). The optimal bank interest margin, i.e., the spread between the loan rate and the …

Persistent link: https://www.econbiz.de/10011884164

Does capital-based regulation affect bank pricing policy?

Ehrenbergerová, Dominika; Hodula, Martin; Gric, Zuzana - In: Journal of regulatory economics 61 (2022) 2, pp. 135-167

Persistent link: https://www.econbiz.de/10013272646

Does Capital-Based regulation affect bank pricing policy?

Ehrenbergerová, Dominika; Hodula, Martin; Rakovská, Zuzana - 2020

Persistent link: https://www.econbiz.de/10012493135

Risk and regret aversions on optimal bank interest margin under capital regulation

Tsai, Jeng-yan - In: Economic modelling 29 (2012) 6, pp. 2190-2197

Persistent link: https://www.econbiz.de/10009673800

A comparison of credit risk management in private and public banks in India

Oino, Isaiah - In: The international journal of business and finance … 10 (2016) 1, pp. 95-108

Persistent link: https://www.econbiz.de/10011383713

Capital buffer and determinant factors of conventional banks in Indonesia

Anisa, Anisa; Sutrisno, Sutrisno - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 12, pp. 377-384

Persistent link: https://www.econbiz.de/10012672044

Interest and credit risk management in German banks : evidence from a quantitative survey

Dräger, Vanessa; Heckmann-Draisbach, Lotta; Memmel, … - 2020

Using unique data of a survey among small and medium-sized German banks, we analyze various aspects of risk management over a short-term and medium-term horizon. We especially analyze the effect of a 200-bp increase in the interest level. We find that, in the first year, the impairments of...