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Persistent link: https://www.econbiz.de/10009504773
regulatory liquidity requirements on bank behavior. A multi-stage decision situation allows for considering the interaction … between credit risk and liquidity risk of banks. This interaction is found to make a risk neutral bank behave as if it were …
Persistent link: https://www.econbiz.de/10010344667
have a funding advantage over small banks after controlling for bank-specific and market risk factors. Working with hand …
Persistent link: https://www.econbiz.de/10010225470
likelihood to issue equity. In contrast to this view, for an international sample of bank Seasoned Equity Offerings (SEOs), we …
Persistent link: https://www.econbiz.de/10010402713
Persistent link: https://www.econbiz.de/10009722695
Due to its known weaknesses Value at Risk (VaR) has been modified to have a better market risk measurement model. 2007-2008 global financial crisis has increased the necessity to incorporate market liquidity into widely used models. This is to raise the required regulatory capital for trading...
Persistent link: https://www.econbiz.de/10009673707
In this study, we analyze the association between national culture and voluntary operational risk disclosure quality in the European Union banking industry. Complementarily, we assess whether the potential impact of culture differs between global banks and banks with low levels of...
Persistent link: https://www.econbiz.de/10014354559
hypothesis using a bank holding company (BHC) level heterogeneity index based on granular balance-sheet, income statements, cash … flow statements, and off-balance-sheet information for the U.S. bank holding companies over a sample period spanning the …-2009) and the COVID-19 Recession, especially for the largest bank holding companies (BHCs). As such, a declining level of …
Persistent link: https://www.econbiz.de/10014355963
This paper examines the effect of CoCo bonds that qualify as additional tier 1 capital on bank fundamentals. The … earnings volatility. Further analyses suggest a link between CoCo issuance and more active earnings management, evidenced by a … hypotheses suggesting that the regulatory design requirements for going-concern CoCos adversely affect bank stability …
Persistent link: https://www.econbiz.de/10014336100
. Findings - Bank-specific factors, dummy and dummy interacting variables indicate that there are differences between Islamic and … conventional bank behavior. Both methods show that IBs are more liquid, more profitable and riskier than CBs. Post-2011 Tunisian …, which explain why Tunisian governments have relay on bank system to cover budget deficits post-2011 revolution. Originality …
Persistent link: https://www.econbiz.de/10014444950