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VaR is central to financial risk management. In this study we use three methods to calculate VaR, namely the industry standard RiskMetri... -
The Banking and Finance Review (BFR) is a bi-annual, peer-reviewed international research journal that provides a publication outlet for... -
With a comprehensive dataset of 58 countries over the period 1987-2010, this paper investigates the effect of IPO on bank performance, m... -
Herein we explore merger/risk arbitrage performance for hostile/unsolicited offers. We find that, regardless of merger outcome, the pos... -
This study investigates the role of credit risk factors in predicting European bank failures in light of the recent financial (banking) ...