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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
This article examines the impact of financial derivatives on systematic risk of publicly listed U.S. bank holding …
Persistent link: https://www.econbiz.de/10013065360
Using data from bank holding company regulatory reports, we examine the relationshipbetween stock repurchases and … financial performance for a large sample of bank holding companies over the years 1987 to 1998. The primary result is that … be driven primarily by bank holding companies with publicly traded stock, especially those companies whose stock is …
Persistent link: https://www.econbiz.de/10001589572
had a measurable effect on the stock market valuation of the forty-two bank holding companies subject to the SEC order. I …
Persistent link: https://www.econbiz.de/10001783071
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
mitigated when banks are better capitalized. We also find that these deviations are associated with bank depositor and borrower …
Persistent link: https://www.econbiz.de/10009239964
holding a further level of risk. We wish to establish how these risk behaviours interact with bank specific, market structure …This paper examines two aspects of bank risk with a particular emphasis on examining the interaction between them … associated with bank specific factors and the economic environment, whereas decreased risk taking is associated with market …
Persistent link: https://www.econbiz.de/10012978738
-adjusted performance measures and over time using a quantile regression of U.S. bank holding company data for the period 2000-2010. The net …
Persistent link: https://www.econbiz.de/10013012952
.S. bank holding companies (BHCs) from 1997 through 2010, we regress the capital and RBC ratios against six balance-sheet and …
Persistent link: https://www.econbiz.de/10013014263