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Credit Derivatives Disclosure in Banks’ Risk Reporting : Empirical Evidence From Four Large European Banks

Scannella, Enzo - 2019

This paper aims to analyze the derivatives disclosure in banks' annual risk reports. In this paper, the author uses content analysis to examine the qualitative and quantitative profiles of the derivatives disclosure at a cross-country level, with particular reference to credit derivatives. The...

Persistent link: https://www.econbiz.de/10012869472

Financial Experts on the Board and Bank Performance : Evidence from Cooperative Banks

Reeg, Johannes - 2017

This study refers to the study of Minton et al. (2014) by contributing to the discussion whether their finding that financial experts on the board promote pro-cyclical bank performance arises due to their shareholder-proximity or rather due to their risk-taking attitude, Minton et al. (2014) use...

Persistent link: https://www.econbiz.de/10012967877

New Evidence on National Culture and Bank Capital Structure

Haq, Mamiza - 2017

We examine the nature of impact of national culture on bank leverage using a broad sample of 1,701 banks from 79 countries, over the period 2000-2013, i.e., 18,996 bank-year observations. We find that banks in countries with high individualism culture dimensions hold more leverage while, banks...

Persistent link: https://www.econbiz.de/10012970163

Comparative Credit Risk in Islamic and Conventional Banks

Kabir, Nurul - 2016

especially misleading in the case of Islamic banking. Using Merton's distance-to-default (DD) model, a market-based credit risk …

Persistent link: https://www.econbiz.de/10013005971

Shadow Money, Banking Competition and Stability : Evidence from China

Xu, Feng - 2020

We study how competition for shadow money impacts banking stability. In our model, bankscompete for insured depositors … and uninsured shadow money investors and default endogenously.We estimate and calibrate our model to the Chinese banking … improves banking stability, but the effectiveness is limited …

Persistent link: https://www.econbiz.de/10012850459

Bank Mergers : Private Benefit at Public Cost

Scida, Daniela - 2020

This paper explores the link between systemic risk and firm value gain in the context of bank acquisitions. We find that bank acquisitions on average lead to an increase in acquires' systemic risk (a public cost), which is in turn associated with an increase in firm value (a private benefit) for...

Persistent link: https://www.econbiz.de/10012854064

Do Banks Shift Asset Portfolios in Compliance to Global Capital Adequacy Regulations? : Evidence from India

Seth, Gaurav - 2016

In this paper we investigated the impact of global capital adequacy norms on the asset portfolios of Indian banks. This research question is important in the Indian context as the Indian banks have adopted global regulatory norms in integration with the already existing domestic policy...

Persistent link: https://www.econbiz.de/10012994349

Market Power and Efficiency in Banking : The Case of USA and Canada

U-Din, Salah - 2018

The banking markets of USA and Canada have gone through the Global Financial Crisis (GFC) and many other changes during … the period 2003-15. The USA banking market was impacted by the Global Financial Crisis (GFC), and several mergers occurred … banking sector, particularly with regard to competition …

Persistent link: https://www.econbiz.de/10012928215

Market Risk Disclosure in Banking : An Empirical Analysis on Four Global Systemically Important European Banks

Scannella, Enzo - 2018

Market risk reporting in banking has assumed such importance during the last decade. The purpose of this paper is to … provide a methodology to evaluate the qualitative and quantitative profiles of the market risk disclosure in banking. We …

Persistent link: https://www.econbiz.de/10012934301

Wealth Management Products, Banking Competition, and Stability : Evidence from China

Feng, Xu; Luetkebohmert, Eva; Xiao, Yajun - 2021

deposits in China. We quantify the economic magnitude of the effect of WMPs on banking stability in an equilibrium model … calibrated to Chinese banking sector data. Alternative equilibria emerge, which deviate substantially from the observed banking … to the asset market underlying WMPs can exacerbate banking instability. Moreover, we show that smaller and medium sized …

Persistent link: https://www.econbiz.de/10013217657