Back to the Basics in Banking? A Micro-Analysis of Banking System Stability

By Olivier De Jonghe. 2009

659 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/b242c8c86084960801ebe7ba8512666556ea46a2

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Citations in the corpus

Bank Risk During the Financial Crisis: Do Business Models Matter? (2011, background): “…conclusion from these studies is that the growing reliance on non-interest income has not been associated with reduced volatility in earnings (DeYoung and Roland, 2001; Stiroh, 2004), or a decline in bank systematic risk, as derived from stock market returns (Baele et al., 2007; De Jonghe, 2010).”
Banks’ Noninterest Income and Systemic Risk (2020, background): “De Jonghe (2010), Moore and Zhou (2014), and Bostandzic and Weiss (2018) find that noninterest income is positively correlated with systemic risk. Engle et al. (2014), Weiss, Bostandzic, and Neumann (2014), and Saunders, Schmid, and Walter (2020) detect an insignificant relationship between noninter”
This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis (2012, unknown): “De Jonghe (2010) uses extreme value theory to generate a market-based measure of European banks’ exposure to risk and examines how this measure correlates with interest income and components of non-interest income such as commissions and trading income.”
How Useful is the Marginal Expected Shortfall for the Measurement of Systemic Exposure? A Practical Assessment (2013, unknown): “= σi,tρi,tεm,t + σi,t √ 1− ρ(2)i,tξi,t (9) ( εm,t, ξi,t ) ∼ F (10)”
Systemic Risk and Bank Size (2018, unknown): “…banks are commonly considered of systemic importance and firm size is typically an important driver of systemic risk measures (see, for instance, De Jonghe, 2010; Hovakimian et al., 2012; Huang et al., 2012; Vallascas and Keasey, 2012; Zhang et al., 2015; Laeven et al., 2016; Sedunov, 2016), there…”
Banking and Trading (2012, unknown): “3 De Jonghe (2010), Demirguç-Kunt and Huizinga (2010), Brunnermeier, Dong, and Palia (2012), and DeYoung and Torna (2013) show that banks’ non-lending activities are riskier than lending.”