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Optimization of Asset and Liability Management of Banks with Minimum Possible Changes.
Publication Type: Academic Journal
Source(s): Mathematics (2227-7390). Jun2023, Vol. 11 Issue 12, p2761. 24p.
Abstract: Asset-Liability Management (ALM) of banks is defined as simultaneous planning of all bank assets and liabilities under different conditions and its purpose is to maximize profits and minimize the risks in banks by optimizing the parameters in the balan...
Anticipating the Unforeseen and Expecting the Unexpected: Effectiveness of Macro-Prudential Policies in Curbing the Impact of Stranded Assets in the Banking Sector.
Publication Type: Academic Journal
Source(s): Risks. May2023, Vol. 11 Issue 5, p87. 16p.
Abstract: Banks are exposed to climate risks through stranded assets. This risk can be substantial in the banking sector, as it can spawn systemic risk. After the Great Recession, macro-prudential instruments effectively addressed systemic risk. However, climati...
Bank risk and returns: did prompt corrective action make a difference?
Publication Type: Academic Journal
Source(s): Journal of Financial Regulation & Compliance. 2023, Vol. 31 Issue 5, p568-587. 20p.
Abstract: Purpose: The purpose of this paper is to assess the effects of prompt corrective action on bank risk and returns in an empirical framework. Design/methodology/approach: The paper uses a difference-in-difference specification to analyse whether and how ...
Systemic risk in European banks: Does ownership structure matter?
Publication Type: Academic Journal
Source(s): Quarterly Review of Economics & Finance. Dec2023, Vol. 92, p88-111. 24p.
Abstract: We empirically test whether ownership concentration explains the cross-variation in systemic risk contribution for a sample of European banks over the 2004–2021 period and how this effect may vary depending on the category of the largest controlling sh...
Central bank asset purchases, banks' risky security holdings and profitability: Macro and micro evidence from Japan and the U.S.
Publication Type: Academic Journal
Source(s): International Review of Economics & Finance. Sep2023, Vol. 87, p347-364. 18p.
Abstract: By focusing exclusively on risky securities and conducting cross-country analyses at both macro and micro levels -- a different approach than those employed in the existing literature -- this paper attempts to shed light on the under-explored yet impor...
Macroprudential Policy with Liquidity Panics.
Publication Type: Academic Journal
Source(s): Review of Financial Studies; May2023, Vol. 36 Issue 5, p2046-2090, 45p
Abstract: Copyright of Review of Financial Studies is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users m...
A Model of Systemic Bank Runs.
Publication Type: Academic Journal
Source(s): Journal of Finance (John Wiley & Sons, Inc.). Apr2023, Vol. 78 Issue 2, p731-793. 63p.
Abstract: We develop a tractable model of systemic bank runs. The market‐based banking system features a two‐layer structure: banks with heterogeneous fundamentals face potential runs by their creditors while they trade short‐term funding in the asset (interbank...
Bank Lending and Corporate Innovation: Evidence from SFAS 166/167*.
Publication Type: Academic Journal
Source(s): Contemporary Accounting Research. Dec2021, Vol. 38 Issue 4, p3017-3052. 36p.
Abstract: RÉSUMÉ: Prêts bancaires et innovation des entreprises : données issues des SFAS 166/167 Il est important que les décideurs, les praticiens et les théoriciens comprennent le rôle des prêts bancaires dans l'innovation des entreprises. Nous présentons de ...
Evaluating the Systemic Importance of China's Banks via Adjacency Information Entropy.
Publication Type: Academic Journal
Source(s): Discrete Dynamics in Nature & Society. 4/15/2022, p1-12. 12p.
Abstract: Information entropy can be utilized to assess the complexity of the Banking System and the uncertainty of association information between banks. Based on information entropy and the balance sheet data of 167 banks from 2011 to 2020, we proposed a centr...
Bank Cleanups, Capitalization, and Lending: Evidence from India.
Publication Type: Academic Journal
Source(s): Review of Financial Studies. Sep2021, Vol. 34 Issue 9, p4132-4176. 45p.
Abstract: We examine the Indian bank asset quality review, which doubled the declared loan delinquency rate. Relative economic stability during the exercise and the absence of a capital backstop together make it unique. We find that the expected reduction in inf...