Add to ORKGThe primary objective of this study is to analyze and assess the impact of derivatives activity by U.S. Banks on their corresponding profitability and risk. Using quarterly data for the period of 1999 to 2006, our analysis focused on the twenty-five largest commercial U.S. banks. Our results indicate a positive contribution to trading revenue; however, this increase does not lead to an increase in profitability. Further, as derivative use increased, the risk of the banks in our sample increased
Derivatives have become an essential instrument for hedging risks, yet moral hazard can lead to thei...
After the 2008 Global Financial Crisis, risk management has played an increasingly important role in...
International audienceThis paper examines the determinants of the emerging market banks’ derivative ...
The primary objective of this study is to analyze and assess the impact of derivatives activity by U...
Bank participation in derivative markets has risen sharply in recent years. The total amount of inte...
In a sample of 335 commercial banks, we do not detect a systematic effect on bank values from deriva...
The present Dissertation examines banks that are derivatives’ users and analyzes whether the extent ...
This study examines what drives the risk appetite of US banks to use credit derivatives to mitigate ...
This paper seeks to answer the question concerning to what extent the use of financial derivatives m...
We find that a relatively large number of banks active in the derivatives market have low capital ra...
This paper estimates the interest rate and exchange rate risk betas of fifty-nine large U. S. commer...
This study explores the impacts of bank's diversified operations on their loans, the threshold effec...
US bank participation in credit derivatives. US banks’ holding of credit derivatives rapidly increas...
Abstract: This paper examines whether the Dodd-Frank Wall Street Reform and Consumer Protection Act ...
Using a sample of 1007 U.S. bank holding companies from 1995 to 2015, this study investigates whethe...
Derivatives have become an essential instrument for hedging risks, yet moral hazard can lead to thei...
After the 2008 Global Financial Crisis, risk management has played an increasingly important role in...
International audienceThis paper examines the determinants of the emerging market banks’ derivative ...
The primary objective of this study is to analyze and assess the impact of derivatives activity by U...
Bank participation in derivative markets has risen sharply in recent years. The total amount of inte...
In a sample of 335 commercial banks, we do not detect a systematic effect on bank values from deriva...
The present Dissertation examines banks that are derivatives’ users and analyzes whether the extent ...
This study examines what drives the risk appetite of US banks to use credit derivatives to mitigate ...
This paper seeks to answer the question concerning to what extent the use of financial derivatives m...
We find that a relatively large number of banks active in the derivatives market have low capital ra...
This paper estimates the interest rate and exchange rate risk betas of fifty-nine large U. S. commer...
This study explores the impacts of bank's diversified operations on their loans, the threshold effec...
US bank participation in credit derivatives. US banks’ holding of credit derivatives rapidly increas...
Abstract: This paper examines whether the Dodd-Frank Wall Street Reform and Consumer Protection Act ...
Using a sample of 1007 U.S. bank holding companies from 1995 to 2015, this study investigates whethe...
Derivatives have become an essential instrument for hedging risks, yet moral hazard can lead to thei...
After the 2008 Global Financial Crisis, risk management has played an increasingly important role in...
International audienceThis paper examines the determinants of the emerging market banks’ derivative ...