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The risk of development of Lithuanian derivatives markets

Garškaitė-Milvydienė, Kristina - In: Journal of business economics and management 22 (2021) 2, pp. 346-368

. Therefore, the aim of this article is to systematise the potential risks of derivatives in the context of the past global … revealed the challenges and risks of derivatives and showed the tremendous impact that their imprudent use may have on the … certain risks. Infrastructures of the derivatives market, liquidity and an adequate supervisory framework are necessary to …

Persistent link: https://www.econbiz.de/10012506089

Unintended consequences of the global derivatives market reform

Gandré, Pauline; Mariathasan, Mike; Merrouche, Ouarda; … - 2020

We investigate regulatory arbitrage during the G20's global derivatives market reform. Using hand-collected data on …

Persistent link: https://www.econbiz.de/10012179682

Interbank credit exposures and financial stability

Schneorson, Oren - 2022

This paper investigates how interbank credit exposures affect financial stability. Policy makers often see such exposures as undermining stability by exacerbating cascading losses through the financial system. I develop a model that features a trade-off between cascading losses and risk-sharing....

Persistent link: https://www.econbiz.de/10013350529

Determinants of bank profitability in Vietnam : a focus on financial and COVID-19 crises

Phan Dinh Nguyen - In: Journal of business economics and management 25 (2024) 4, pp. 709-730

This research examines the determinants of banks' profit by employing the GLS, GMM and SEM regression method for 574 … understandings about the determinants of bank profitability in emerging economies. Different from the previous studies, our dataset …

Persistent link: https://www.econbiz.de/10015098609

Stress scenarios from the tails of historical distributions of macro-financial risk factors in Denmark

Abildgren, Kim - 2013

The paper puts the outcome during the most recent financial crisis in a historical perspective by taking a closer look at the frequency of extreme events in the economic history of Denmark, in some cases based on time series back to the late 1600s. We focus on the frequency distribution of a...

Persistent link: https://www.econbiz.de/10010464535

Emerging East Asian Banking Systems Ten Years after the 1997/98 Crisis

Adams, Charles - 2008

This paper looks at the development of the banking sector in emerging East Asia in the 10 years since the financial crisis of 1997/98. It suggests that the health of banking sectors in the region has improved substantially, with key changes including increased foreign ownership, movement into...

Persistent link: https://www.econbiz.de/10010507462

Accounting for financial stability: Lessons from the financial crisis and future challenges

Bischof, Jannis; Laux, Christian; Leuz, Christian - 2020

This paper examines banks' disclosures and loss recognition in the financial crisis and identifies several core issues for the link between accounting and financial stability. Our analysis suggests that, going into the financial crisis, banks' disclosures about relevant risk exposures were...

Persistent link: https://www.econbiz.de/10012290508

The 2007 Meltdown in Structured Securitization: Searching for Lessons not Scapegoats

Caprio, Gerard Caprio, Jr.; Demirguc-Kunt, Asli; Kane, … - Economics Department, Williams College - 2008

The intensity of recent turbulence in financial markets has surprised nearly everyone. This paper searches out the root causes of the crisis, distinguishing them from scapegoating explanations that have been used in policy circles to divert attention from the underlying breakdown of incentives....

Persistent link: https://www.econbiz.de/10005481919

MITIGATION IN THE BANKING SYSTEM IN THE CONTEXT OF INTEGRATION IN THE EUROPEAN UNION

Laura – Maria POPESCU; NISULEȘCU, Ileana - In: CrossCultural Management Journal (2013) 3, pp. 31-35

The article aims to highlight the measures adopted in the financial-banking system in the context of the European integration, according to risk analysis perspectives. The first part provides details on the vulnerability sources in terms of banking risks and their approach from various...

Persistent link: https://www.econbiz.de/10011079799

Banks’ capital, regulation and the financial crisis

Teixeira, João C.A.; Silva, Francisco J.F.; Fernandes, … - In: The North American Journal of Economics and Finance 28 (2014) C, pp. 33-58

that regulatory capital requirements are not first order determinants of banks’ capital structure. We document differences …. Finally, we show that the determinants of this share are sensitive to the recent international financial crisis and to a set …

Persistent link: https://www.econbiz.de/10010777010