Liquidity Risk, Efficiency and New Bank Business Models

This book provides insight into current research topics in finance and banking in the aftermath of the financial crisis. In this volume, authors present empirical research on liquidity risk discussed in the context of Basel III and its implications. Chapters also investigate topics such as bank effi...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Carbó Valverde, Santiago (Επιμελητής έκδοσης), Cuadros Solas, Pedro Jesús (Επιμελητής έκδοσης), Rodríguez Fernández, Francisco (Επιμελητής έκδοσης)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2016.
Σειρά:Palgrave Macmillan Studies in Banking and Financial Institutions
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • 1) A Note on Regulatory Arbitrage: Bank Risk, Capital Risk, Interest Rate Risk and ALM in European Banking; Magnus Willesson
  • 2) Basel III, Liquidity Risk and Regulatory Arbitrage
  • 3) OTC Derivatives and Counterparty Credit Risk Mitigation: The OIS Discounting Framework; Paola Leona, Massimo Proietti, Pasqualina Porretta and Gianfranco Vento
  • 4) Diversification and Connections in Banking: First Findings; Claudio Zara and Luca Cerrato
  • 5) Banking System and Financial Exclusion: Towards a More Comprehensive Approach; Marta de la Cuesta González, Cristina Ruza y Paz-Curbera and Beatriz Fernández Olit
  • 6) Small and Medium-Sized Banks in Central and Eastern European Countries; Katarzyna Mikołajczyk
  • 7) Stock Returns and Bank Ratings in the PIIGS; Carlos Salvador Muñoz
  • 8) Value Creation Drivers in European Banks: Does the Capital Structure Matter?; Josanco Floreani, Maurizio Polato, Andrea Paltrinieri and Flavio Pichler
  • 9) Liquidity Mismatch, Bank Borrowing Decision and Distress: Empirical Evidence From the Italian Credit Co-Operative Banks; Gianfranco Vento, Andrea Pezzotta and Stefano Di Colli.