Measuring Excessive Risk-Taking in Banking

被引：0

作者：

Podpiera, Jiri ^{[2
]}

Weill, Laurent ^{[1
]}

机构：

[1] Univ Strasbourg, EM Strasbourg Business Sch, Strasbourg, France

[2] Czech Natl Bank, Prague, Czech Republic

来源：

FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE | 2010年 / 60卷 / 04期

关键词：

bank; financial stability; risk taking; transition countries;

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

In this paper we propose a new approach to the assessment of excessive risk-taking by a banking sector We use the portfolio approach to assess the optimal risk-return combination of a bank s portfolio, based on data for 32 categories of loans It provides a benchmark for the optimality of the bank s portfolio We apply this method on an exhaustive sample of Czech banks for the period January 2005 February 2008 We observe an average excess of risk-taking of 33% of the optimal risk and a slight reduction of this excess risk over the analyzed period

引用

页码：294 / 306

页数：13

共 50 条

[1] UNIVERSAL BANKING AND FIRM RISK-TAKING
JOHN, K
JOHN, TA
SAUNDERS, A
[J]. JOURNAL OF BANKING & FINANCE, 1994, 18 (02) : 307 - 323
[2] Religiosity and risk-taking in international banking
Kanagaretnam, Kiridaran
Lobo, Gerald J.
Wang, Chong
Whalen, Dennis J.
[J]. JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE, 2015, 7 : 42 - 59
[3] No Guts, No Glory: An Experiment on Excessive Risk-Taking
Eriksen, Kristoffer W.
Kvaloy, Ola
[J]. REVIEW OF FINANCE, 2017, 21 (03) : 1327 - 1351
[4] Corporate social responsibility and risk-taking in banking
Shao, Yingying
Baradwaj, Babu G.
Dewally, Michael
Liu, Pu
[J]. SOCIAL RESPONSIBILITY JOURNAL, 2023, 19 (09) : 1671 - 1688
[5] Competition, Incentives, and Risk-Taking in Banking: A Survey
Ma Qingkui
Pang Guowei
Fan Lingzhi
[J]. PROCEEDINGS OF THE 5TH (2013) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT, VOLS I AND II, 2013, : 153 - 157
[6] Banks' risk-taking within a banking union
Farne, Matteo
Vouldis, Angelos
[J]. ECONOMICS LETTERS, 2021, 204
[7] Incentives for risk-taking in banking - A unified approach
Jeitschko, TD
Jeung, SD
[J]. JOURNAL OF BANKING & FINANCE, 2005, 29 (03) : 759 - 777
[8] Competition, Bonuses, and Risk-taking in the Banking Industry
Bannier, Christina E.
Feess, Eberhard
Packham, Natalie
[J]. REVIEW OF FINANCE, 2013, 17 (02) : 653 - 690
[9] The Impact of Banking Competition on Bank Risk-taking
Liang Yan
Li Shuang
[J]. PROCEEDINGS OF THE 3RD (2011) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT, VOLS 1 AND 2, 2011, : 662 - 667
[10] Does contingent capital induce excessive risk-taking?
Berg, Tobias
Kaserer, Christoph
[J]. JOURNAL OF FINANCIAL INTERMEDIATION, 2015, 24 (03) : 356 - 385

← 1 2 3 4 5 →