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 …
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
The study investigates nonlinearity in the interrelationship between liquidity creation (LC)
and bank capital. It addresses the reverse-causality concerns by employing a simultaneous …
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 …
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 …
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 …
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 …
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'
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 …
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
In this paper, we suggest improved estimation strategies based on preliminarily test and
shrinkage principles in a seemingly unrelated regression model when explanatory variables …
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 …
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
In this paper, we suggest improved estimation strategies based on preliminarily test and
shrinkage principles in a seemingly unrelated regression model when explanatory variables …
shrinkage principles in a seemingly unrelated regression model when explanatory variables …