Public disclosure and risk-adjusted performance at bank holding companies
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- Beverly Hirtle, 2007. "Public disclosure and risk-adjusted performance at bank holding companies," Staff Reports 293, Federal Reserve Bank of New York.
References listed on IDEAS
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Citations
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Cited by:
- Dirk Höring & Helmut Gründl, 2011.
"Investigating Risk Disclosure Practices in the European Insurance Industry,"
The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 36(3), pages 380-413, July.
- Höring, Dirk & Gründl, Helmut, 2011. "Investigating risk disclosure practices in the European insurance industry," ICIR Working Paper Series 02/11, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Pérignon, Christophe & Smith, Daniel R., 2010.
"The level and quality of Value-at-Risk disclosure by commercial banks,"
Journal of Banking & Finance, Elsevier, vol. 34(2), pages 362-377, February.
- Christophe Perignon & D. Smith, 2009. "The Level and Quality of Value-at-Risk Disclosure by Commercial Banks," Post-Print hal-00496102, HAL.
- Christophe Perignon & Daniel R. Smith, 2010. "The level and quality of Value-at-Risk disclosure by commercial banks," Post-Print hal-00528391, HAL.
- Frésard, Laurent & Pérignon, Christophe & Wilhelmsson, Anders, 2011.
"The pernicious effects of contaminated data in risk management,"
Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2569-2583, October.
- Laurent Fresard & C. Pérignon & A. Wilhelmsson, 2010. "The pernicious effects of contaminated data in risk management," Post-Print hal-00554131, HAL.
- Christophe Pérignon & Laurent Fresard & Anders Wilhelmsson, 2011. "The Pernicious Effects of Contaminated Data in Risk Management," Post-Print hal-00630301, HAL.
- Baele, Lieven & De Bruyckere, Valerie & De Jonghe, Olivier & Vander Vennet, Rudi, 2014.
"Do stock markets discipline US Bank Holding Companies: Just monitoring, or also influencing?,"
The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 124-145.
- L. Baele & V. De Bruyckere & O. De Jonghe & R. Vander Vennet, 2012. "Do Stock Markets Discipline US Bank Holding Companies: Just Monitoring, or also In?uencing?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/827, Ghent University, Faculty of Economics and Business Administration.
- Baele, L.T.M. & De Bruyckere, V. & De Jonghe, O.G. & Vander Vennet, R., 2014. "Do stock markets discipline US bank holding companies : Just monitoring, or also influencing?," Other publications TiSEM b8371b2e-a7f1-4ede-9f4b-d, Tilburg University, School of Economics and Management.
- Pérignon, Christophe & Smith, Daniel R., 2010.
"Diversification and Value-at-Risk,"
Journal of Banking & Finance, Elsevier, vol. 34(1), pages 55-66, January.
- Christophe Perignon & Daniel R. Smith, 2010. "Diversification and Value-at-Risk," Post-Print hal-00528390, HAL.
- Malafronte, Irma & Porzio, Claudio & Starita, Maria Grazia, 2016. "The nature and determinants of disclosure practices in the insurance industry: Evidence from European insurers," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 367-382.
- Vander Vennet Rudi & De Jonghe Olivier & De Bruyckere Valerie & Baele Lieven, 2011. "Enhancing Bank Transparency: Risk Ineffciency as a Market Disciplining Mechanism," 2011 Meeting Papers 559, Society for Economic Dynamics.
- repec:dau:papers:123456789/4060 is not listed on IDEAS
More about this item
Keywords
banking; value at risk; market discipline; disclosure;JEL classification:
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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