Počet záznamů: 1

Measuring excessive risk-taking in banking

  1. 1.
    0357122 - NHU-N 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
    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 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