Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 36 for “"Bank Risk"”.
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Simulation models of bank risk management
… of various economic events is essential for risk management in community banks. Interest rate shocks of either rapidly increasing or decreasing rates, in magnitudes of at least 200 basis points, is one of the more common risks modeled. Liquidity crises that impact deposits or loan demand can …
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Three Essays in Bank Risk Management
Bank risk management has undergone a substantial transformation over the last decade. This is a direct result of the financial crisis. This dissertation presents three studies of bank risk management from a post-crisis perspective. The first essay studies U.S. housing market volatility. The …
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The Effects of Mandated Stress-Testing on Bank Risk
… (12 USC 5365(i)(1)) with particular rules on how Bank Holding Companies (BHC’s) are to be supervised. If a BHC has total consolidated assets greater than $50bn then they are required to undergo the Comprehensive Capital Asset Review (CCAR) exercise. If a BHC has total consolidated assets between …
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Theoretical essays on bank risk-taking and financial stability
This thesis proposes theoretical models to study bank risk-taking and financial stability. Three issues are explored: (1) the moral-hazard incentive for securitisation, (2) the socially optimal banking structure for the economy, and (3) the relationship between bank competition and financial …
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Essays on Commodity Price Shocks, Bank Risk and Market Volatility Forecasting
… price shocks on the Canadian macroeconomy, bank lending and bank risk. Unlike most literature treating commodity price changes as exogenous, I identify global structural shocks driving real commodity prices and find that global demand and commodity market–specific shocks are crucial. These …
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Evaluating the Effects of Financial Deregulation on Bank Risk using Double Machine Learning
… causal impact of deregulation within the U.S. banking sector, fo- cusing on the rollback of a specific provision of the Dodd-Frank Act through the Economic Growth, Regulatory Relief, and Consumer Protection Act of 2018 (EGRRCPA). Originally enacted in response to the 2008 financial crisis, the …
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The implications of bank risk-weighted capital and ownership on portfolio rebalancing, profitability, and stability: evidence from Tanzania
Banks are vital for economic growth and development as they mobilise and channel the flow of funds from surplus to deficit units and help to finance government expenditure by investing in government securities, among other activities. Bank activities are especially crucial in developing countries, …
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The Impact of FinTech Credit on Financial Stability: An Empirical Study.
… technological-financial innovation engaged in bank- like activities, has created new dimensions in nonbank credit intermediation, with potential implications for financial stability. However, existing literature and policy debates provide mixed views about the impact of FinTech credit on …
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Ownership structure and the risk-taking channel of monetary policy
… in the implications of monetary policy for bank risk taking and financial stability. Yet, there has hitherto been limited attention on how ownership structure affects the relationship between monetary policy and bank risk. Drawing on three interconnected studies written as journal articles, …
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Analysing the effects of interest rate and reserve requirements ratio on bank credit risk in Namibia
… (interest rates and reserve requirements) on banking institutions risk, measured in terms of non-performing loans. The study used quarterly data from Bank of Namibia from 200IQJ to 2017Q3. The study employed the Auto regressive Distributive Lag (ARDL) lag model to determine the effects. Since …
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Corporate Governance, Performance and Risk-Taking in the U.S. Banking Industry
… the relationship between performance of the bank holding company and several board characteristics. We use five proxies for bank performance including Tobin’s Q, ROA, loan loss reserve ratio, non-performing asset ratio, and net charge-offs ratio. Board characteristic variables we include are …
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Essays in Banking and Default
… In the first chapter, titled "Aggregate Risk and Bank Risk-Taking", I propose a general equilibrium model in which strategic interactions between banks and depositors may lead to endogenous bank fragility and a drop in investment and output. With some opacity in bank balance sheets, …
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Essays in real estate and finance
… The first chapter studies the effects of bank competition on bank risk-taking and lending. Using a quasi-experimental design that exploits the exogenous application of bank antitrust laws following bank mergers, I show that bank competition leads to more loans going to larger and safer …
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Three essays on banking
The thesis titled “Essays on Banking” is comprised of three essays on the aspects of the effects of bank-level credit boom on bank performance and the effectiveness of market discipline in an emerging market, where I compare empirical results between small and large banks. The first essay …
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Three Essays on Market Discipline in the Banking Industry
… topic is on the market discipline of banking institutions during the most recent business cycle (i.e., the business cycle surrounding the Great Recession of 2007). Market discipline has been a focal point of banking regulation since the implementation of Basel II in June 2004. In an …
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Optimal regulatory design in banking in transition economies
… all related to the optimal regulatory design of banks in transition economies. The contributions in this dissertation are mainly empirical, but also contain some significant theoretical insights. The countries under investigation are Russia (Part I) and Central and Eastern Europe (Part II). In a …
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