Showing 1 - 10 of 28,353
Since the global financial crisis and the related restructuring of banking systems, bank concentration is on the rise … in many countries. Consequently, bank size and its role for macroeconomic volatility (or: stability) is the subject of … intense debate. This paper analyzes the effects of financial regulations on the link between bank size, as measured by the …
Persistent link: https://www.econbiz.de/10012102660
The paper focuses on the interaction between the solvency probability of a banking firm and the diversification potential of its asset portfolio when determining optimal equity capital. The purpose of this paper is to incorporate value at risk (VaR) into the firm-theoretical model of a banking...
Persistent link: https://www.econbiz.de/10009768157
The article deals with the liquidity risk in the banks in the context of the financial crisis. At first, the balance sheet and market liquidity are defined and the main principles of the methods for measuring liquidity risk, which banks use, are identified. Then follow review of main challenges...
Persistent link: https://www.econbiz.de/10011460084
This study takes advantage of a natural experiment to trace out the supply-side effects of nontraditional assets on loan portfolios. The natural experiment centers on the recent accounting standards that require banks to transfer off-balance sheet securitized assets onto balance sheets,...
Persistent link: https://www.econbiz.de/10012937946
regulatory shock on bank systematic risk exposure. I find that after the regulation, banks' exposure to off-balance sheet assets …
Persistent link: https://www.econbiz.de/10013000787
We estimate a structural model of bank portfolio lending and find that the typical U.S. community bank reduced its … effects (consistent with a reduction in the liquidity of assets held on bank balance sheets) and by reduced loan supply …
Persistent link: https://www.econbiz.de/10013036540
the UK structural reform showing that higher bank capital requirements alone may not offet conglomerate banks' risk …
Persistent link: https://www.econbiz.de/10013049190
The paper examines how loan portfolio diversification drives bank returns, mainly focusing on the conditioning roles of … increased sectoral loan portfolio diversification reduces bank returns, but not all banks are equally affected. Banks that … adopted a business model towards non-interest activities are hurt less from loan portfolio diversification, and bank market …
Persistent link: https://www.econbiz.de/10013183785
major consequences of the bank failure events are reflected in the level of risk and in modest changes in wealth. There is … some indication that investors differentiate which bank type has more exposure, which consequently increases the risk of … regulators should more closely monitor bank holding companies based on size and charter type particularly during financial …
Persistent link: https://www.econbiz.de/10013100968
ownership in the bank, as evidence of a government pressure channel. The home bias is positively valued by the stock market, as … operative. The European Central Bank's large injections of liquidity in December 2011 and February 2012 reduced the marginal …
Persistent link: https://www.econbiz.de/10013020123