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Bank size, credit and the sources of bank market risk
Stever, Ryan (Avtor)

URLURL - Predstavitvena datoteka, za dostop obiščite http://www.bis.org/publ/work238.pdf Novo okno

Izvleček
This study examines bank risk by investigating the equity and loan portfolio characteristics of publicly-traded bank holding companies. Unlike the pattern for non-financial firms, equity betas of large banks are two to five times greater than those of small banks. In explaining this, we note that regulation imposes an effective cap on banks' equity volatility. Because the portfolios of small banks are less diversified, this cap has a greater effect on small banks than large banks. But we reject the hypothesis that small banks lower their equity volatility through lower leverage. Instead, we find that the reduced ability of small banks to diversify forces them to either pick borrowers whose assets have relatively low credit risk or make loans that are backed by relatively more collateral.

Jezik:Angleški jezik
Ključne besede:bančništvo, banke, srednja podjetja, majhna podjetja, krediti, tveganje, kapital, donos, banking, banks, medium-sized enterprises, small enterprises, credit, risk, capital, yield
Vrsta gradiva:Delo ni kategorizirano (r6)
Organizacija:EF - Ekonomska fakulteta
Leto izida:2007
Založnik:Bank for International Settlements
Št. strani:III, 31 str.
Kraj:Basel (Switzerland)
UDK:336.71
COBISS.SI-ID:17636070 Povezava se odpre v novem oknu
Število ogledov:419
Število prenosov:179
Metapodatki:XML RDF-CHPDL DC-XML DC-RDF
 
Skupna ocena:(0 glasov)
Vaša ocena:Ocenjevanje je dovoljeno samo prijavljenim uporabnikom.
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