An Artificial Neural Network and Bayesian Network model for liquidity risk assessment in banking

M Tavana, AR Abtahi, D Di Caprio, M Poortarigh - Neurocomputing, 2018 - Elsevier
Liquidity risk represent a devastating financial threat to banks and may lead to irrecoverable
consequences in case of underestimation or negligence. The optimal control of a …

[PDF][PDF] „The Determinants of Bank Liquidity Risk within the Context of Euro Area‟

D Cucinelli - Interdisciplinary Journal of Research in Business …, 2013 - researchgate.net
The main objective of this study is to analyze the type of relationship that exists between
liquidity risk, measured with the liquidity coverage ratio and the net stable funding ratio, and …

Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda

MK Linnenluecke, X Chen, X Ling, T Smith… - Pacific-Basin Finance …, 2016 - Elsevier
This paper presents a systematic review of 73 influential publications among 667 journal
articles published in the in the Asia-Pacific finance literature from 2011 to 2015. We map …

Liquidity risk determinants: Islamic vs conventional banks

A Ghenimi, H Chaibi, MAB Omri - International Journal of Law and …, 2020 - emerald.com
Liquidity risk determinants: Islamic vs conventional banks | Emerald Insight Books and journals
Case studies Expert Briefings Open Access Publish with us Advanced search Liquidity risk …

Enterprise risk management and default risk: Evidence from the banking industry

SA Lundqvist, A Vilhelmsson - Journal of Risk and Insurance, 2018 - Wiley Online Library
Enterprise risk management (ERM) has emerged as a framework for more holistic and
integrated risk management with an emphasis on enhanced governance of the risk …

Do LGBT-supportive corporate policies improve credit ratings? An instrumental-variable analysis

P Chintrakarn, S Treepongkaruna, P Jiraporn… - Journal of Business …, 2020 - Springer
We investigate the effect of Lesbian, Gay, Bisexual, and Transgender (LGBT)-supportive
corporate policies on credit ratings. To the extent that LGBT-friendly policies are beneficial to …

The impact of bank-specific factors on the commercial banks liquidity: Empirical evidence from CEE countries

A Roman, AC Sargu - Procedia Economics and Finance, 2015 - Elsevier
The recent economic and financial crisis has had a tremendous impact on the banking
system, raising key questions about liquidity risk. Its management is seen to be of paramount …

Forecasting bank credit ratings

P Gogas, T Papadimitriou… - The Journal of Risk …, 2014 - emerald.com
Purpose–This study aims to present an empirical model designed to forecast bank credit
ratings using only quantitative and publicly available information from their financial …

The effectiveness of credit rating agency monitoring: Evidence from asset securitizations

S Bonsall, K Koharki, M Neamtiu - The Accounting Review, 2015 - publications.aaahq.org
This study investigates how differences between the rating agencies' initial (at the date of
debt issuance) and subsequent (post-issuance) monitoring incentives affect securitizing …

[PDF][PDF] Impact of COVID-19 on European banks' credit ratings

P Chodnicka-Jaworska - Economic research-Ekonomska istraživanja, 2023 - hrcak.srce.hr
The aim of this paper is to analysis the impact of the COVID-19 pandemic on European
banksL default risks, as measured by foreign long-term issuer credit ratings published by the …