Showing 1 - 10 of 469,373
their complexity by the Bank for International Settlements and the Federal Reserve. …
Persistent link: https://www.econbiz.de/10011562964
Recent regulatory proposals tie a financial institution's systemic importance to its complexity. However, little is known about how complexity affects banks' risk management. Using the 1996-1999 deregulations of U.S. banks' nonbanking activities as a natural experiment, we show that banks'...
Persistent link: https://www.econbiz.de/10012855702
In this study, I analyze the heterogeneous dynamics of the bank risk-taking channel of monetary policy under different … environment exhibits heterogeneity across different bank business models. In addition, I find that the heterogeneity lies in the …
Persistent link: https://www.econbiz.de/10012968911
particular, I find that a bank affiliated with a multi-bank holding company is significantly safer than either a stand-alone bank … or a bank affiliated with a one-bank holding company. Not only does affiliation reduce the probability of future … other banks. Moreover, the effects of affiliation are strengthened for an expanding bank holding company. However, the …
Persistent link: https://www.econbiz.de/10002128532
analyse a large sample of United States Bank Holding Com-panies (BHCs) from 1990-2014. The results show that BHCs are more …
Persistent link: https://www.econbiz.de/10012972572
the frequency and magnitude of operational risk events in U. S. bank holding companies have increased significantly with … their complexity by the Bank for International Settlements and the Federal Reserve …
Persistent link: https://www.econbiz.de/10012978703
Persistent link: https://www.econbiz.de/10009722695
This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the … behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show … that bank capital has a positive influence on total risk. However, risk-based capital and capital buffer have a negative …
Persistent link: https://www.econbiz.de/10012549240
This study aims to explore how different capital ratios influence the risk-taking of large commercial banks of the USA …-risk-based capital ratios and bank risk-taking. The findings also demonstrate that an increase in capital buffer ratios decreases the …
Persistent link: https://www.econbiz.de/10013179679
We develop a methodology to measure the capital shortfall of commercial banks in a market downturn, which we call stressed expected loss (SEL). We simulate a market downturn as a negative shock on interest rate and credit market risk factors that reflect the banks' market-sensitive assets. We...
Persistent link: https://www.econbiz.de/10011877252