The present Dissertation examines banks that are derivatives’ users and analyzes whether the extent of usage has a positive impact on said banks’ profitability. Specifically, it focuses on the impact of the total notional amount of derivatives on banks’ net income, as well as other control variables relevant for the analysis of bank profitability. Accordingly, it employs a fixed effects model on a sample of 282 United States’ banks, over the period 2005-2017. This period includes the U.S. ‘Subprime’ Crisis period, which is quite important in the analysis of U.S. bank profitability. Using the above-mentioned methodology and timeline, the conclusion is that bank profitability is negatively affected by the increment in the notional amou...
Bank participation in derivative markets has risen sharply in recent years. The total amount of inte...
Following the 2007–2008 financial crisis, there is widespread interest in understanding how derivati...
Credit derivatives are financial innovations that allow transferring credit risks separately from ow...
The present Dissertation’s academic research question addresses the impact of the use of derivatives...
This thesis uses quarterly and annual data on capital market prices covering the period 2003-2009 ad...
The primary objective of this study is to analyze and assess the impact of derivatives activity by U...
Following the 2007-2009 financial crisis, the debates on the effects of credit derivatives has becom...
Section One will provide background infonnation defining financial derivatives and discussing their ...
This study investigates whether the use of derivatives by banks in Latin America affect their effici...
Derivative markets have exploded over the last decade, remained active in the midst of the 2007-2009...
This paper examines the use of credit derivatives by US bank holding companies from 1999 to 2003 wit...
This study examines what drives the risk appetite of US banks to use credit derivatives to mitigate ...
In a sample of 335 commercial banks, we do not detect a systematic effect on bank values from deriva...
Using a large sample of nonfinancial firms from 47 countries, we examine the effect of derivative us...
We examine the relationship between equity risk and the use of financial derivatives with a sample o...
Bank participation in derivative markets has risen sharply in recent years. The total amount of inte...
Following the 2007–2008 financial crisis, there is widespread interest in understanding how derivati...
Credit derivatives are financial innovations that allow transferring credit risks separately from ow...
The present Dissertation’s academic research question addresses the impact of the use of derivatives...
This thesis uses quarterly and annual data on capital market prices covering the period 2003-2009 ad...
The primary objective of this study is to analyze and assess the impact of derivatives activity by U...
Following the 2007-2009 financial crisis, the debates on the effects of credit derivatives has becom...
Section One will provide background infonnation defining financial derivatives and discussing their ...
This study investigates whether the use of derivatives by banks in Latin America affect their effici...
Derivative markets have exploded over the last decade, remained active in the midst of the 2007-2009...
This paper examines the use of credit derivatives by US bank holding companies from 1999 to 2003 wit...
This study examines what drives the risk appetite of US banks to use credit derivatives to mitigate ...
In a sample of 335 commercial banks, we do not detect a systematic effect on bank values from deriva...
Using a large sample of nonfinancial firms from 47 countries, we examine the effect of derivative us...
We examine the relationship between equity risk and the use of financial derivatives with a sample o...
Bank participation in derivative markets has risen sharply in recent years. The total amount of inte...
Following the 2007–2008 financial crisis, there is widespread interest in understanding how derivati...
Credit derivatives are financial innovations that allow transferring credit risks separately from ow...