Similar Search Results

Understanding and managing interest rate risk at banks

Acharya, Viral V. - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 218-231

Persistent link: https://www.econbiz.de/10011974365

Should banks be diversified? : Evidence from individual bank loan portfolios

Acharya, Viral V.; Hasan, Iftekhar; Saunders, Anthony - In: The journal of business : B 79 (2006) 3, pp. 1355-1412

Persistent link: https://www.econbiz.de/10003337003

Should banks be diversified? : Evidence from individual bank loan portfolios

Acharya, Viral V.; Hasan, Iftekhar; Saunders, Anthony - 2002

Persistent link: https://www.econbiz.de/10013456907

Please, marry me! : an experimental study of risking a joint venture

Güth, Werner; Ivanova-Stenzel, Radosveta; Tjotta, Sigve - 1999

Empirical studies in family economics usually rely on questionnaires, statistical or panel data. Here we try to study experimentally some crucial aspects of engaging in a marriage. First the female partner can end the relationship or suggest one of the two forms of joint venture. Whereas a full...

Persistent link: https://www.econbiz.de/10009582415

Risk-Sharing and the Creation of Systemic Risk

Acharya, Viral V. - 2020

We address the paradox that financial innovations aimed at risk-sharing appear to have made the world riskier … liquid assets. When risk-sharing is primitive, agents selfhedge and hold more liquid assets; this buffers aggregate risks …, resulting in few correlated failures compared to when there is greater risk sharing. We apply this insight to build a model of a …

Persistent link: https://www.econbiz.de/10012822763

Please, Marry Me! An Experimental Study of Risking a Joint Venture

Güth, Werner; Ivanova-Stenzel, Radosveta; Tjotta, Sigve - 2004

Empirical studies in family economics usually rely on questionnaires, statistical data or panel data. Here we try to study experimentally some crucial aspects of engaging in a marriage. The female partner can end the relationship or suggest one of two forms of joint venture where more labor...

Persistent link: https://www.econbiz.de/10014072913

Economics with Market Liquidity Risk

Acharya, Viral V. - 2020

well-functioning marketplace will also exist in the future. Market liquidity risk is the risk that the market will function … effects of market liquidity risk on asset pricing, investment management, corporate finance, banking, financial crises …

Persistent link: https://www.econbiz.de/10012847877

Caught between Scylla and Charybdis? : regulating bank leverage when there is rent seeking and risk shifting

Acharya, Viral V.; Mehran, Hamid; Thakor, Anjan V. - 2010 - Rev.

risk in which all banks choose inefficiently high leverage to fund correlated assets and market discipline is compromised … ; systemic risk ; bailout ; forbearance ; moral hazard ; capital requirements …

Persistent link: https://www.econbiz.de/10008657183

Caught between Scylla and Charybdis? Regulating Bank Leverage When There is Rent Seeking and Risk Shifting

Acharya, Viral V. - 2015

We develop a theory of optimal bank leverage in which the benefit of debt in inducing loan monitoring is balanced … against the benefit of equity in attenuating risk-shifting. However, faced with socially-costly correlated bank failures …, regulators bail out creditors. Anticipation of this generates multiple equilibria, including one with systemic risk in which …

Persistent link: https://www.econbiz.de/10013038182

Caught between Scylla and Charybdis? Regulating Bank Leverage When There is Rent-Seeking and Risk-Shifting

Acharya, Viral V. - 2015

Persistent link: https://www.econbiz.de/10013038378

1
2
3
4
5
6
7
8
9
10
Next
Last