Bank risk and national governance in Asia

B Williams - Journal of Banking & Finance, 2014 - Elsevier
The role of national governance upon bank-level risk in the Asian region is analysed.
Improvements in national governance are risk reducing at the bank level in developed …

The interrelationship between bank capital and liquidity creation: A non-linear perspective from the Asia-Pacific region

J Gupta, S Kashiramka, KC Ly, H Pham - International Review of …, 2023 - Elsevier
The study investigates nonlinearity in the interrelationship between liquidity creation (LC)
and bank capital. It addresses the reverse-causality concerns by employing a simultaneous …

Determinants of European bank risk during financial crisis

W Ben Jabra, Z Mighri, F Mansouri - Cogent Economics & Finance, 2017 - Taylor & Francis
This paper examines the determinants of European bank risk-taking during major financial
crisis. Using a sample of banks from 26 countries over the period 2005–2015, we examine …

The evolution of bank revenue and risk in the Asia-Pacific Region

B Williams, G Rajaguru - Pacific-Basin Finance Journal, 2022 - Elsevier
We model the simultaneous determination of bank non-interest income and net interest
income while considering bank risk, capital holdings and regulatory quality. Declines in net …

Fast robust SUR with economical and actuarial applications

M Hubert, T Verdonck… - Statistical Analysis and …, 2017 - Wiley Online Library
The seemingly unrelated regression (SUR) model is a generalization of a linear regression
model consisting of more than one equation, where the error terms of these equations are …

The determinants of credit and insolvency risk of European commercial banks: A dynamic panel data analysis

WB Jabra, Z Mighri, F Mansouri - International Journal of …, 2017 - inderscienceonline.com
This paper investigates the impact of both bank-specific and macroeconomic determinants
on banking risk. A dynamic panel data regression analysis is applied to a large sample of …

Does skin in the game help? Bank franchise value, managerial incentives and 'going for broke'

S Pathan, M Haq, B Williams - Australian Journal of …, 2016 - journals.sagepub.com
The roles bank franchise value ('skin in the game') and CEO ownership play in determining
bank risk are studied for large United States Bank Holding Companies. We find robust …

Ridge type shrinkage estimation of seemingly unrelated regressions and analytics of economic and financial data from “fragile five” countries

B Yüzbaşı, SE Ahmed - Journal of Risk and Financial Management, 2020 - mdpi.com
In this paper, we suggest improved estimation strategies based on preliminarily test and
shrinkage principles in a seemingly unrelated regression model when explanatory variables …

Bank Specific Facets, Market Concentration and Earnings Volatility of Commercial Banks in Kenya

NK Sile - 2024 - 785756.oan9aupt.asia
The financial system in Kenya is bank based and therefore volatility in earnings can cause
instability in the banking and financial industry with drastic consequences on the economy …

Ridge Type Shrinkage Estimation of Seemingly Unrelated Regressions And Analytics of Economic and Financial Data from" Fragile Five" Countries

B Yuzbasi, SE Ahmed - Journal of Risk and Financial Management, 2020 - go.gale.com
In this paper, we suggest improved estimation strategies based on preliminarily test and
shrinkage principles in a seemingly unrelated regression model when explanatory variables …