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find, contrary to the literature, that this increase in deposit insurance did not increase bank risk-taking, nor did it …
Persistent link: https://www.econbiz.de/10012922297
crisis were observed. A dummy variable representing the bank type is included to allow for comparison between liquidity risk … determinants in both types of banks. The model investigated the impact of four bank specific variables and a macroeconomic one on … bank liquidity represented by five alterative ratios. The results show a positive effect of bank size on liquidity risk of …
Persistent link: https://www.econbiz.de/10012924930
supervisory data on the quality of banks’ loan portfolio, we show that a similar portfolio of the lending and borrowing bank helps …
Persistent link: https://www.econbiz.de/10014320321
deposits are a primary driver backing the same asymmetric relation between domestic bank deposits and the stock market, and are …
Persistent link: https://www.econbiz.de/10013238156
Background: This study develops a new model called J-am for pricing American options and for determining the related early exercise boundary (EEB). This model is based on a closed-form solution J-formula for pricing European options, defined in the study by Jerbi (Quantitative Finance,...
Persistent link: https://www.econbiz.de/10011590309
This study highlights the differences in performance of commercial banks operating in Pakistan in the context of credit …
Persistent link: https://www.econbiz.de/10012959556
financial institutions of the developing countries such as Pakistan have suffered after the onset of global financial crisis …
Persistent link: https://www.econbiz.de/10012941566
from the State Bank of Pakistan, the Vietstock, the MorningStar, the World Bank, and the website of banks. The quantitative … bank efficiency. With or without the effect of innovation, the bank's efficiency in Vietnam is still lower than in Pakistan … be improved more quickly than in Pakistan by increasing bank assets. The macroeconomic condition is favorable for bank …
Persistent link: https://www.econbiz.de/10012517181
of profitability of banking sector in Pakistan. For this purpose the data of all Pakistani banks were collected for the … period of 2006-2010. We examined the relationship between macroeconomics and bank specific characteristics. To investigate … economic condition of banking sector in Pakistan …
Persistent link: https://www.econbiz.de/10014165262
This study presents empirical evidence of market discipline, using a panel dataset of listed banks on the Karachi Stock Exchange. We construct multiple riskbased measures from the stock prices between 2004 and 2009 to determine whether an increase in the risk profile results in an increase in...
Persistent link: https://www.econbiz.de/10013218463