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New Evidence on the Determinants of Bank Risk

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  • Kevin Stiroh

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File URL: http://hdl.handle.net/10.1007/s10693-006-0418-5
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Article provided by Springer & Western Finance Association in its journal Journal of Financial Services Research.

Volume (Year): 30 (2006)
Issue (Month): 3 (December)
Pages: 237-263

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Handle: RePEc:kap:jfsres:v:30:y:2006:i:3:p:237-263
DOI: 10.1007/s10693-006-0418-5
Contact details of provider: Web page: http://www.springer.com

Web page: http://westernfinance.org/

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Order Information: Web: http://www.springer.com/journal/10693

Keywords: Commercial banks; risk; transparency; volatility;

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  1. Stulz, René M., 1984. "Optimal Hedging Policies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(02), pages 127-140, June.
  2. Flannery, Mark J. & Kwan, Simon H. & Nimalendran, M., 2004. "Market evidence on the opaqueness of banking firms' assets," Journal of Financial Economics, Elsevier, vol. 71(3), pages 419-460, March.
  3. Simon H. Kwan, 1998. "Risk and return of banks' Section 20 securities affiliates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct23.
  4. Viral V. Acharya & Iftekhar Hasan & Anthony Saunders, 2002. "The effects of focus and diversification on bank risk and return: evidence from individual bank loan portfolios," Proceedings 905, Federal Reserve Bank of Chicago.
  5. Saunders, Anthony & Walter, Ingo, 1994. "Universal Banking in the United States: What Could We Gain? What Could We Lose?," OUP Catalogue, Oxford University Press, number 9780195080698, April.
  6. Houston, Joel & James, Christopher & Marcus, David, 1997. "Capital market frictions and the role of internal capital markets in banking," Journal of Financial Economics, Elsevier, vol. 46(2), pages 135-164, November.
  7. Merton, Robert C, 1974. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 29(2), pages 449-470, May.
  8. Marcia Millon Cornett & Evren Ors & Hassan Tehranian, 2002. "Bank Performance around the Introduction of a Section 20 Subsidiary," Journal of Finance, American Finance Association, vol. 57(1), pages 501-521, 02.
  9. Til Schuermann & Kevin J. Stiroh, 2006. "Visible and hidden risk factors for banks," Staff Reports 252, Federal Reserve Bank of New York.
  10. Alan K. Reichert & Larry D. Wall, 2000. "The potential for portfolio diversification in financial services," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 35-52.
  11. Frederick T. Furlong, 2000. "The Gramm-Leach-Bliley Act and financial integration," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue mar31.
  12. Joel F. Houston & Kevin J. Stiroh, 2006. "Three decades of financial sector risk," Staff Reports 248, Federal Reserve Bank of New York.
  13. J. David Cummins & Richard D. Phillips & Stephen D. Smith, 1998. "The rise of risk management," Economic Review, Federal Reserve Bank of Atlanta, issue Q 1, pages 30-40.
  14. Froot, Kenneth A & Scharfstein, David S & Stein, Jeremy C, 1993. " Risk Management: Coordinating Corporate Investment and Financing Policies," Journal of Finance, American Finance Association, vol. 48(5), pages 1629-1658, December.
  15. Eugene F. Fama & Kenneth R. French, 2004. "The Capital Asset Pricing Model: Theory and Evidence," Journal of Economic Perspectives, American Economic Association, vol. 18(3), pages 25-46, Summer.
  16. Slovin, Myron B & Sushka, Marie E & Polonchek, John A, 1993. " The Value of Bank Durability: Borrowers as Bank Stakeholders," Journal of Finance, American Finance Association, vol. 48(1), pages 247-266, March.
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