scientific article; zbMATH DE number 7059410

DOI10.6186/IJIMS.2016.27.3.1MaRDI QIDQ5377758zbMATH OpenFDO

Authors Jyh-Jiuan Lin, Shi Chen, Rosemary Jou

Publication date 27 May 2019

Full work available at URL https://doi.org/10.6186/IJIMS.2016.27.3.1

zbMATH Keywords

bank efficiencybank interest margincapped call optiongovernment capital injection

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

Recommendations

• Risky bank lending and countercyclical capital buffers
• Optimal bank loan rate and default risk in equity return under capital regulation and deposit insurance
• Endogenous bank risk and efficiency
• Modelling banks' lending behaviour in a capital-regulated framework
• Risk aversion and bank loan pricing
• Long-term bank lending and the transfer of aggregate risk
• Bank Capital Standards for Market Risk: A Welfare Analysis *
• Risk control of bank loans under marketization of interest rate
• Optimal design of bank regulation under aggregate risk
• The optimal capital structure of a liquidity‐insuring bank

Cited in

(4)

• Bank lending linked to product market under swap hedging: an optionbased optimization
• International lending bank risk and capital regulation: focus versus diversification
• Is cross-hedging effective for mitigating equity investment risks in the Indian banking sector?
• Long-term bank lending and the transfer of aggregate risk

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