Počet záznamů: 1
Measuring excessive risk-taking in banking
- 1.0357122 - NHÚ 2011 RIV CZ eng J - Článek v odborném periodiku
Podpiera, Jiří - Weill, L.
Measuring excessive risk-taking in banking.
Finance a úvěr-Czech Journal of Economics and Finance. Roč. 60, č. 4 (2010), s. 294-306. ISSN 0015-1920. E-ISSN 0015-1920
Výzkumný záměr: CEZ:AV0Z70850503
Klíčová slova: banking sector * risk-taking * portfolio
Kód oboru RIV: AH - Ekonomie
Impakt faktor: 0.278, rok: 2010
http://journal.fsv.cuni.cz/storage/1189_str_294_306_-_weill-podpiera.pdf
In this paper we propose a new approach to the assessment of excessive risk-taking by a banking sector. We use the portfolio approach to assess the optimal risk-return combination of a bank’s portfolio, based on data for 32 categories of loans. It provides a benchmark for the optimality of the bank’s portfolio. We apply this method on an exhaustive sample of Czech banks for the period January 2005–February 2008.
Trvalý link: http://hdl.handle.net/11104/0195464
Počet záznamů: 1