Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Mark Levonian"'
Publikováno v:
Journal of Risk Model Validation. 13:47-77
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3edc9056a96f220ad2de69f148973259
https://doi.org/10.21314/jrmv.2019.205
https://doi.org/10.21314/jrmv.2019.205
Autor:
Mark Levonian, Dwight Jaffee
Publikováno v:
European Financial Management. 7:161-181
In this paper, we first use cross -section regressions to determine the most important proximate causes of the observed structure of banking system structure for 26 developed OECD countries. Banking system structure is measured by four variables: ban
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a73e0caebf6e3cb08a9687bc75ba6b49
https://doi.org/10.1111/1468-036x.00151
https://doi.org/10.1111/1468-036x.00151
Autor:
Sarah Kendall, Mark Levonian
Publikováno v:
Journal of Banking & Finance. 15:999-1018
We examine the ability of simple insurance pricing schedules to match premiums with the values derived from a contingent-claim model of deposit insurance. We use a quadratic loss function to compare a flat-rate pricing system to alternative pricing s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4683489d6c6a11b6fffc740d87b41c7a
https://doi.org/10.1016/0378-4266(91)90110-8
https://doi.org/10.1016/0378-4266(91)90110-8
Autor:
Dwight M. Jaffee, Mark Levonian
Publikováno v:
SSRN Electronic Journal.
In this paper, we first use cross-section regressions to determine the most important proximate causes of the observed structure of banking system structure for 26 developed OECD countries. Banking system structure is measured by four variables: bank
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::36aeb0365942478ee8bb3b3214069373
https://doi.org/10.2139/ssrn.239350
https://doi.org/10.2139/ssrn.239350
Autor:
Marianne Gizycki, Mark Levonian
The stability of the banking sector has long been a matter of concern for public policy. The likelihood of bank failure depends on two factors: (i) the variability of bank income (which primarily reflects the variability of the rate of return on bank
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::bc60cac7f0fd2c91ded9e1f55ab2e073
http://www.rba.gov.au/publications/rdp/1993/pdf/rdp9302.pdf
http://www.rba.gov.au/publications/rdp/1993/pdf/rdp9302.pdf
Autor:
Mark Levonian, Sarah Kendall
Many countries are implementing capital adequacy standards developed under the auspices of the Bank for International Settlements (BIS), which explicitly link each bank’s minimum capital-to-asset ratio to the riskiness of its operations. In this pa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::b17e6707f85da4b3ddba7af4f71c293b
http://www.rba.gov.au/publications/rdp/1992/pdf/rdp9210.pdf
http://www.rba.gov.au/publications/rdp/1992/pdf/rdp9210.pdf