Truncated Overlap Fermions

In this talk I propose a new computational scheme with overlap fermions and a fast algorithm to invert the corresponding Dirac operator.Comment: LATTICE99(algorithms

Bank stock risk and return

Bank stocks ; Risk ; Bank investments ; Econometric models

Bank holding company stock risk and the composition of bank asset portfolios

In this paper, I conduct an empirical analysis of the behavior of bank holding company stock returns with the goal of identifying the effect of portfolio composition on the risks embodied in those returns. Using a modified arbitrage pricing theory model, I test for significant balance sheet effects on both the market and nonmarket components of bank stock systematic risk. I find that several categories of bank assets are significant in explaining bank stock risk profiles. Among other things, I discuss the importance of these findings in light of the risk-based capital standards and suggest that noncredit types of risk may need to be incorporated into bank capital standards if capital levels are to reflect risk accurately.Bank holding companies ; Stocks ; Bank stocks ; Bank investments ; Risk ; Bank capital

Interest rate risk at U.S. commercial banks

Risk ; Interest rates ; Banks and banking ; Banks and banking - West ; Federal Reserve District, 12th

Risk-based capital standards and bank portfolios

Bank capital ; Risk ; Bank investments

Is a bad bank always bad?

Bank holding companies ; Bank loans

On the changing composition of bank portfolios

Bank investments

How to close troubled banks

Bank supervision ; Deposit insurance

Tax reform and bank behavior

Tax Reform Act of 1986 ; Banks and banking - Taxation

Industry effects in the stock returns of banks and nonfinancial firms

Stock - Prices ; Risk ; Bank stocks