... assessment River flooding Real estate portfolio Physical damages or losses Probability of default (PD) Loss given default (LGD) Bank internal capital requirement C02 C30 G12 G21 Q54 Addressing environmental, social, and governance (ESG) risks, especially environmental risks...

... © Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only Banking crises Financial stability Logit model E58 E61 G21 G28 H12 Despite efforts by researchers and policymakers after the 2008–2009 financial crisis, banking stability faced new...

... can be contacted at: dpetrovic@unipu.hr 15 11 2024 02 04 2025 04 04 2025 © Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only Banks Risk-adjusted efficiency Composite risk management index DEA BoD C14 D24 G21...

... Deposits Social risk Profitability Growth Linear Bayesian G21 G51 D24 C11 Similarly, Del Gaudio et al. (2021) study the effect of information and communication technology (ICT) on the profits and risk of financial distress in EU countries over the period from 1995 to 2015...

... the limited evidence, it is worthwhile to investigate this relationship further through the following hypothesis: H2. Geopolitical risk has a negative impact on banks' solvency. Geopolitical risks Bank performance Bank profitability Bank solvency Emerging economies G21...

... Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Market discipline Indian banking sector Systemic importance of the banks TBTF status Gaussian Mixture Model algorithm System GMM estimator CAMEL indicators E58 G00 G01 G21 G33 G28 G32 The events...

.... Finally, we sort the data based on liquidity ratio (liquid assets to total assets), the top quartile is labeled as high liquid banks and the fourth quartile represents low liquid banks (Abbas and Ali, 2022a). Economic freedom Bank stability Japan GMM framework F36 G21 G28...

... Publishing Limited Licensed re-use rights only Market concentration Market power Banking stability European banking G15 G21 G38 The desire for a greater consolidation of the European banking market has been regularly voiced by banking regulators and supervisors since the global...

... Grira can be contacted at: jgrira@athabascau.ca © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Conventional banks Islamic banks Dividend policy Gender diversity CEO profile Board of director Ownership structure G34 G35 M14 G21...

... for the withdrawal of funds (NDWF) Liquid and illiquid assets Second-round effects Probability of the occurrence of second-round effects Internal liquidity adequacy assessment process (ILAAP) C30 G01 G21 G33 Although the Basel III framework emphasises the need for a unified stress-testing...

... channels to use the available financial information effectively (Greenwald and Stiglitz, 1993). G10 G21 G28 One of the drivers of economic development is the financial industry and it is safe to state that this sector plays a significant role in the overall health of an economy. It has been...

... Emerald Publishing Limited Licensed re-use rights only Bank competition Bank liquidity Bank loan price Interactive effect Indian banks Network Economic cycle LASSO VAR C5 C32 D85 E32 G21 G28 Market power, liquidity and loan price are the fundamental aspects of various...

... is a methodological contribution. G20 G21 J24 (2) d V A = μ V A d t + σ A V A d W where, under a Wiener Process W in equation (2) , V_A corresponds to market-based asset value with a volatility σ_A...

... of banks when drafting new loan contracts. G21 M4 Since 2005 all listed European companies have had to issue their annual accounts in accordance with International Financial Reporting Standards (IFRS), elaborated by the International Accounting Standards Board (IASB). One of the newest...

... high and stable ratings is very important. It should be taken into account, though, that banks often do not have complete control over this factor. For example, the economic environment can also impact ratings. G20 G21 G28 CAMEL Market discipline Deposit switching Cost of funds Risk...

... strategy and therefore not compressible and in any case not attributable to mismanagement or moral hazard. Banking industry Credit monitoring Stochastic frontier Italian banks Lending inefficiency C14 C33 G21 G30 We propose a new approach to the study of the performance of the credit...

..., it is necessary to construct transition matrices for multiple (1, 2, 3, etc.) years. In this case, the PD term-structure can be obtained directly by extracting PDs from these multi-year transition matrices. G21 G28 G32 K29 M40 M41 M49 The global financial crisis had uncovered hidden systemic...

... i = d s . We consider each of these in our analysis below. Figure 1 The bank run outcomes Diversification Systemic crisis Value at risk Capital requirements Risk measure G21 G28 Wagner's (2010) linear model shows that although diversification...

...) permits the use of proxies, if they are documented and regularly validated. At this point, pursuant to the Article 368(1)(e) of the CRR, proxies have to lead to good model performance. Financial collateral haircuts Risk proxy Tail risk Tail event Discriminatory power C12 G21 C18...

... sheds a light on the relationship between securitization and banks' risk exposures including the pre-crisis, crisis and post-crisis periods. Systemic risk Securitization Bank Holding companies G01 G21 G32 The objective of this paper is to explore how balance sheet and off-balance...