What's different about bank holding companies?
What's different about bank holding companies?
About this item
Full title
What's different about bank holding companies?
Author / Creator
Publisher
Basel: MDPI
Journal title
Journal of risk and financial management, 2022-05, Vol.15 (5), p.1-32
Language
English
Formats
Publication information
Publisher
Basel: MDPI
Subjects
More information
Scope and Contents
Contents
We develop a dynamic model of a BHC that encompasses both a trading desk and a loan desk, and explore the role of risk attitude and overleveraging by the trading desk. We trace the impact of monetary policy and market innovations on bank behavior in the presence of Basel III type regulations. We show that the value of the BHC is enhanced by operati...
Alternative Titles
Full title
What's different about bank holding companies?
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_journals_2670200689
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2670200689
Other Identifiers
ISSN
1911-8074,1911-8066
E-ISSN
1911-8074
DOI
10.3390/jrfm15050206
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