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with bank's interest by taking into account banks' consideration that the banking regulation is inconsistent with their … bank's objective. By using the neural network method, we present empirical evidence for the fact that a joint risky … liquidity and leverage strategies, which are widely used in the banking industry have a disastrous impact on the bank …
Persistent link: https://www.econbiz.de/10013128547
Internal Ratings-Based approach affects the bank loan pricing mechanism, by developing a multiperiod risk-adjusted pricing … provides an immediate support for bank managers in making a loan price-related decision …
Persistent link: https://www.econbiz.de/10013131209
We investigate the effect of managerial incentives and market power on bank risk-taking for a sample of 212 large US … bank holding companies over 1997-2004 (i.e. 1,534 observations). Bank managers have incentives to prefer less risk while … bank shareholders have preference for ‘excessive' risk. Likewise, the market power is the centre piece of any bank …
Persistent link: https://www.econbiz.de/10013133995
This paper investigates bank portfolio composition under Basel II where the amount of required capital is determined by … bank's own risk assessment. We particularly show that in presence of asymmetric information between the bank and the …
Persistent link: https://www.econbiz.de/10013134795
Bank of Scotland with those at non-ailing banks in the UK; the other compares remuneration policies at UBS and Credit …
Persistent link: https://www.econbiz.de/10013136173
adjustment model. Overall, consistent with the findings from the corporate finance literature, we find that bank capital … policy initiatives that aim to strengthen the bank capital regulation by introducing a minimum leverage ratio and by …
Persistent link: https://www.econbiz.de/10013136801
We examine the effects of the government guarantee schemes for bank bonds adopted in the aftermath of the Lehman … issuing bank or of the bond itself …
Persistent link: https://www.econbiz.de/10013138577
To be effective, programs of regulatory reform must address the incentive conflicts that intensify financial risk-taking and undermine government insolvency detection and crisis management. Subsidies to risk taking that large institutions extract from the financial safety net encourage managers...
Persistent link: https://www.econbiz.de/10013140025
a broad panel of large US bank holding companies over the period 1997–2011, we find that both board size and independent … directors decrease bank performance. Although gender diversity improves bank performance in the pre-Sarbanes–Oxley Act (SOX … other sensitivity checks including alternative proxies for bank performance …
Persistent link: https://www.econbiz.de/10013114373