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NEW TRENDS IN BANKING DUE TO THE INTERNATIONAL FINANCIAL CRISIS

D, Prof. Marin Oprițescu Ph.; D, Assist. Alina Manta Ph. - In: Annals of University of Craiova - Economic Sciences Series 4 (2011) 39, pp. 229-242

In this paper we proposed ourselves to analyze the international macroeconomic and financial environment that has registered major negative changes since the international financial crisis. Thus, the intensity of the economic and financial crisis has been underestimated by authorities worldwide....

Persistent link: https://www.econbiz.de/10010550641

CDS and equity market reactions to stock issuances in the U.S. financial industry : evidence from the 2002-13 period

Cornett, Marcia Millon; Mehran, Hamid; Pan, Kevin; … - 2014

We study market reactions to seasoned equity issuances that were announced by financial companies between 2002 and 2013. To assess the risk and valuation implications of these seasoned equity issuances, we conduct an event analysis using daily credit default swap (CDS) and stock market pricing...

Persistent link: https://www.econbiz.de/10010423809

Commercial bank performance and credit risk in Albania

Kola, Fatmira; Gjipali, Arsena; Sula, Erjon - In: Journal of central banking theory and practice 8 (2019) 3, pp. 161-177

The banking sector is a complex system composed of a large number of stakeholders that interacts in a non-simple way … risk in the banking sector that affect the bank performance, as it exhibits loss probability because of the failure of … total loans, representing the major obstacle to the development and performance of the banking sector in Albania. The …

Persistent link: https://www.econbiz.de/10012101508

Has "too big to fail" been solved? : a longitudinal analysis of major U.S. banks

Thosar, Satish; Schwandt, Bradley - In: Journal of risk and financial management : JRFM 12 (2019) 1/24, pp. 1-14

In the wake of the global financial crisis that erupted in 2008, there has been extensive commentary and regulatory focus on the 'Too Big to Fail' issue. In this paper, we survey the proposed solutions and regulatory initiatives that have been undertaken. We conduct a longitudinal analysis of...

Persistent link: https://www.econbiz.de/10012022346

Does a financial crisis change a bank's exposure to risk? : a difference-in-differences approach

Mäkinen, Mikko - 2021

Can a major financial crisis trigger changes in a bank's risk-taking behavior? Using the 2008 Global Financial Crisis as a quasi-natural experiment and a difference-in-differences approach, I examine whether the worst crisis-hit Russian banks - the banks that have strong incentives to...

Persistent link: https://www.econbiz.de/10012522990

Measuring and stress-testing market-implied bank capital

Indergand, Martin; Jondeau, Eric; Fuster, Andreas - 2022

We propose a methodology for measuring the market-implied capital of banks by subtracting from the market value of equity (market capitalization) a credit-spread-based correction for the value of shareholders' default option. We show that without such a correction, the estimated impact of a...

Persistent link: https://www.econbiz.de/10013168743

Corporate governance and banks : what have we learned from the financial crisis? : Hamid Mehran; Alan Morrison; Joel Shapiro

Mehran, Hamid; Morrison, Alan; Shapiro, Joel Andrew - 2011

Recent academic work and policy analysis give insight into the governance problems exposed by the financial crisis and suggest possible solutions. We begin this paper by explaining why governance of banks differs from governance of nonfinancial firms. We then look at four areas of governance:...

Persistent link: https://www.econbiz.de/10009160737

Fire-sale spillovers and systemic risk

Duarte, Fernando; Eisenbach, Thomas M. - 2013

We construct a new systemic risk measure that quantifies vulnerability to fire-sale spillovers using detailed regulatory balance sheet data for U.S. commercial banks and repo market data for broker-dealers. Even for moderate shocks in normal times, fire-sale externalities can be substantial. For...

Persistent link: https://www.econbiz.de/10010202672

The Credit Crisis Around the Globe : Why Did Some Banks Perform Better?

Beltratti, Andrea - 2011

. Differences in banking regulations across countries are generally uncorrelated with the performance of banks during the crisis …

Persistent link: https://www.econbiz.de/10013133787

Corporate Governance and Banks : What Have We Learned from the Financial Crisis?

Mehran, Hamid - 2011

Recent academic work and policy analysis give insight into the governance problems exposed by the financial crisis and suggest possible solutions. We begin this paper by explaining why governance of banks differs from governance of non-financial firms. We then look at four areas of governance:...

Persistent link: https://www.econbiz.de/10013122805

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