Mandatory Clearing of Derivatives and Systemic Risk of Bank Holding Companies

2016 ◽  
Author(s):  
Shaofang Li ◽  
Matej Marinc
Keyword(s):  
Systemic Risk ◽  
Bank Holding Companies ◽  
Holding Companies

Big Banks, Idiosyncratic Volatility, and Systemic Risk

2017 ◽  
Vol 107 (5) ◽  
pp. 603-607 ◽  
Author(s):  
Ricardo T. Fernholz ◽  
Christoffer Koch
Keyword(s):  
Systemic Risk ◽  
Idiosyncratic Volatility ◽  
Bank Holding Companies ◽  
Power Law Distribution ◽  
Holding Companies ◽  
Aggregate Risk ◽  
Asset Volatilities ◽  
Changing Role ◽  
Obvious Source

Starting in the 1990s, US bank assets grew more concentrated among a few large institutions. We explore the changing role of idiosyncratic volatility as a shaping force of the bank asset power law distribution. Our results reveal that idiosyncratic asset volatilities for bank-holding companies declined since the 1990s. To the extent that firm-specific shocks can have significant macroeconomic consequences, this result implies that even as one obvious source of aggregate risk and contagion--bank asset concentration--has increased, another important source--idiosyncratic volatility--has diminished.

scholarly journals CEO overconfidence and bank systemic risk: Evidence from U.S. bank holding companies

2020 ◽  
Author(s):  
Liang Liu ◽  
Hang Le ◽  
Steve Thompson
Keyword(s):  
Systemic Risk ◽  
Bank Holding Companies ◽  
Holding Companies

Determinants of Financial Distress in U.S. Large Bank Holding Companies

2014 ◽  
Author(s):  
Zhichao Zhang ◽  
Li Xie ◽  
Xiangyun Lu ◽  
Zhuang Zhang
Keyword(s):  
Financial Distress ◽  
Bank Holding Companies ◽  
Large Bank ◽  
Holding Companies

Efficient Capital Regulation of US Bank Holding Companies: An Integrative Literature Review

2019 ◽  
Author(s):  
Sophia Velez ◽  
Michael Neubert ◽  
Daphne Halkias
Keyword(s):  
Literature Review ◽  
Capital Regulation ◽  
Bank Holding Companies ◽  
Holding Companies

An Approach to the Regulation of Bank Holding Companies

1978 ◽  
Vol 51 (3) ◽  
pp. 379 ◽  
Author(s):  
Fischer Black ◽  
Merton H. Miller ◽  
Richard A. Posner
Keyword(s):  
Bank Holding Companies ◽  
Holding Companies
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