Liquidity Risk, Efficiency and New Bank Business Models

Book Overview

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 Gonz?lez, Cristina Ruza y Paz-Curbera and Beatriz Fern?ndez Olit.- 6) Small and Medium-Sized Banks in Central and Eastern European Countries; Katarzyna Mikolajczyk.- 7) Stock Returns and Bank Ratings in the PIIGS; Carlos Salvador Mu?oz.- 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.

• Format: Paperback
• Language: English
• ISBN: 331980894X
• ISBN13: 9783319808949
• Release Date: June 2018
• Publisher: Palgrave MacMillan
• Length: 305 Pages
• Weight: 0.86 lbs.
• Dimensions: 0.7" x 5.8" x 8.3"