Directory UMM :Data Elmu:jurnal:J-a:Journal Of Banking And Finance:Vol25.Issue1.2001:
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The ordered mean difference OMD function is a running mean of the difference between returns on a given fund or security and a benchmark such as the market portfolio, ordered by
Furthermore, the evidence shows that the institutions experienced a signi®cant reduction in total, systematic, and unsystematic risk following FDICIA Õ s passage, and the results
Un- fortunately, whereas credit rating agencies have a longer record in assessing the health of banks and corporations in the USA and in some other developed countries, their
While Choi and Elyasiani (1997) provide evidence of a link between a bank Õ s derivative activity and its interest rate and exchange risk betas, we provide evidence on the
Using a ®rm Õ s Compustat Industry Segment (CIS) data for the ®scal year- end immediately preceding the tracking stock announcement date, we measure the value of its internal
This introduction places in context the papers on credit risk modelling contained in the special issue. We explain why credit risk modelling has become such a focus of interest
In recent years, securitization and other ®nancial innovations have provided unprecedented opportunities for banks to reduce substantially their regulatory measures of risk, with
9 My study, however, explores whether changes in reimbursement methods (revenue constraints) and competition in¯uence hospital behavior, that is, management Õ s adoption of
