New issue of the Risk Governance and Control: Financial Markets & Institutions journal
The editorial team of Virtus Interpress presents the new issue (Volume 10, Issue 2) of the journal “Risk Governance and Control: Financial Markets & Institutions”. The issue is represented by scholars from the UK, Greece, Italy, etc. The published papers are devoted to a broad variety of topics, such as capital risk, credit risk management, pricing at risk, stakeholder theory, public choice theory, firm ownership, exchange rate modelling, exchange rates.
The articles of this issue provide a careful analysis of some important and interesting fields of research in the governance and regulation streams.
Dimitra Loukia Kolia and Simeon Papadopoulos investigate the relationship between capital, risk, and efficiency in Eurozone and the U.S. banking institutions. They assess the determinants of bank capital, risk, and efficiency providing evidence of how the interrelationship and the managerial behaviors vary per type of bank (retail, commercial and investment banks).
The paper by Mbako Mbo appraises the continuing importance of DFIs and analyses factors that drive their sustainability, with the state ownership dynamic in mind. The Author points out as state ownership introduces some uniqueness to the type of financial institutions DFIs are, with a direct bearing on their operational models, if sustainability is to be ensured.
In their study, Pasqualina Porretta, Aldo Letizia, and Fabrizio Santoboni analyze the interdependencies and overlaps of IFRS 9 with the credit risk framework for financial intermediaries (Basel 3). The purpose of this paper is to investigate the ECL, its main impacts on the coverage ratio of a loan’s portfolio.
Federico Beltrame, Luca Grassetti, Maurizio Polato, and Giulio Velliscig conducted the research that delves into the implications for the bank behaviour about firm loan pricing conditions of the new direction undertaken by supervisory and regulatory authorities in the aftermath of the deterioration of the loan portfolio quality that hit EU banks.
Abdulkader Aljandali and Christos Kallandranis examine the monthly exchange rates of the country members of the Southern African Development Community (SADC) from 1990 to 2010 inclusive. The autoregressive distributed lag (ARDL) cointegration model is used in this paper, given its statistical advantages over commonly, applied cointegration techniques.
Finally, Nicola Bianchi, Umberto Filotto, and Xenia Scimone explore the effect of Italian regulation D.Lgs. No. 141/2010 (Law 141), introduced to transpose Directive 2008/48/EC of the European Parliament into the performance of credit intermediaries. The Authors study a panel of Italian agents and credit brokers, using a panel and difference-in-differences regression.
To browse the issue visit this page.
We hope that reading this issue will be pleasant and informative for you!