By applying interbank network simulation, this paper investigates the impact of interbank
network topology on bank liquidity ratios. Whereas regulators have put more emphasis on …

Events like the 2008 financial crisis have highlighted the need to consider the complicated
interrelations between liquidity risk, credit risk, and market risk for better and integrated …

We open the black box of the monetary policy transmission mechanism with a granular
model that considers the balance-sheet composition and network relationships of each …

The paper develops estimation of three parameters of banking risk based on an explicit
model of expected utility maximization by financial institutions subject to the classical …

We analyze the impact of managerial compensation structure in publicly-traded banks on
their risk taking behavior, specifically the changes in risk taking through the changing …

This analytical study looks to provide recommendations to the banking sector on different
policies and regulations by examining certain aspects of the Basel III accord, which was …

New product development involves several critical decisions. A key decision making area in
new product development is the evaluation of the viability and the market potentials of a new …

This paper reformulates the valuation of interest rate swaps, swap leg payments and swap
risk measures, all under stochastic interest rates, as a problem of solving a system of linear …

In this paper, we examine the impact of interest rate risk factors on the interest rate
derivatives (IRD) usage by commercial banks in India. We focus our analysis during the …

The internationalisation of financial flows has meant that the assessment of risk reporting
has recently become one of the most significant issues in financial markets. The findings of …