New Evidence on the Determinants of Bank Risk

By Kevin J. Stiroh. 2006

232 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/60c248d8f90b7d22b89556d2a6ad4da4d5b5086b

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Citations in the corpus

Bank/Sovereign Risk Spillovers in the European Debt Crisis (2012, background): “Stiroh (2004), Stiroh (2010) and Baele, De Jonghe, and Vander Vennet (2007) investigate the link between non-interest income and risk-taking.”
CEO pay incentives and risk-taking: Evidence from bank acquisitions (2011, background): “This is because innovative business lines produce revenue streams which are more volatile compared with traditional lending activities (see for example, Stiroh 2006; DeYoung and Roland, 2001).”
The Impact of Off-Balance-Sheet Activities on Banks Returns: An Application of the ARCH-M to Canadian Data (2010, methodology): “Following Stiroh (2006b), we decompose the net operating revenue growth with a portfolio approach in order to analyze its volatility with two components: the volatility of net interest income growth and the volatility of noninterest income growth.”
Does the Stock Market Value Bank Diversification (2007, background): “This observation differs from the one reported by Stiroh (2006) for the US and Laeven and Levine (2006) for a set of 43 developed markets.”
The diversification and financial performance of US credit unions. (2008, background): “…performance (Gallo et al., 1996; DeYoung and Rice, 2004a,b,c; Stiroh, 2004a,b; Calmes and Liu, 2005; Landskroner et al., 2005; Acharya et al., 2006; Stiroh, 2006; Stiroh and Rumble, 2006; Carbo-Valverde and Fernandez, 2007; Laeven and Levine, 2007; Lepetit et al., 2007; Mercieca et al.,…”
Bank Size, Market Concentration, and Bank Earnings Volatility in the US (2012, unknown): “Finally, Stiroh (2006b) shows that activities that generate non-interest income make returns more volatile.”
Finance and the Earth system – Exploring the links between financial actors and non-linear changes in the climate system (2018, unknown): “511 Stiroh KJ. 2006.”
Market discipline of banks: Why are yield spreads on bank-issued subordinated notes and debentures not sensitive to bank risks? (2011, background): “Stiroh (2006) shows that volatility of bank stocks increases because risk has shifted to offbalance sheet activities and the income statement, such as noninterest income.”
Executive Compensation and Business Policy Choices at U.S. Commercial Banks (2013, unknown): “Each equation also contains a vector of year dummy variables to control for time-specific effects.”
Is Bank Income Diversification Beneficial? Evidence from an Emerging Economy (2013, unknown): “Research on bank revenue diversification in developed countries, namely the U.S., has documented that a higher reliance on non-interest activities lowers risk-adjusted profits (Stiroh, 2004a, 2004b, 2006 and Stiroh and Rumble, 2006).”