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Table of Contents
Intro; Preface; References; Contents; 1 Introduction; 1.1 Background of This Study; 1.2 Research Questions Addressed in This Study; 1.3 Structure and Contents of This Study; References; 2 The Use of Financial Derivatives and Risks of U.S. Bank Holding Companies; 2.1 Overview; 2.2 Introduction; 2.3 Relation to the Literature and Hypothesis Formation; 2.3.1 Relation to the Literature; 2.3.2 Hypothesis Formation; 2.4 Data Sources, Sample Selection and Data Description; 2.5 Empirical Methodology; 2.6 Empirical Results; 2.6.1 First-Stage Regression Results.
2.6.2 Bank-Specific Determinants of Risk Betas: Initial Analysis2.6.3 Purposes of Financial Derivatives and Systematic Risk Exposures; 2.6.4 The Global Financial Crisis and Financial Derivatives; 2.6.5 The Impact of Financial Derivatives on Market Risk and Idiosyncratic Risk; 2.7 Main Findings; Acknowledgements; References; 3 Quality of Bank Capital and Bank Lending Behaviour During the Global Financial Crisis; 3.1 Overview; 3.2 Introduction; 3.3 Previous Studies and Development of Hypotheses; 3.4 Data Description; 3.5 Empirical Estimation; 3.6 Results; 3.7 Robustness Checks; 3.8 Conclusion.
AcknowlegementsReferences; 4 Competition in the Clearing and Settlement Industry; 4.1 Overview; 4.2 Introduction; 4.3 Literature Review; 4.3.1 Clearing and Settlement Institutions in Europe and in the U.S.; 4.3.2 Industry Structure in Clearing and Settlement Services; 4.3.3 Formation of Hypotheses; 4.4 Methodological Basis to Measuring Competition; 4.4.1 Concentration Indicators; 4.4.2 Panzar-Rosse Model; 4.4.3 Lerner Index; 4.4.4 Boone Indicator; 4.5 Description of Data and Concentration Measures; 4.6 Empirical Analysis; 4.6.1 Empirical Analysis Based on Panzar-Rosse Model.
4.6.2 Factors Affecting the Lerner Index4.6.3 Factors Affecting the Boone Indicator; 4.6.4 Competition in Concentrated Versus Non-concentrated Markets; 4.7 Robustness Checks; 4.7.1 EU, Euro Zone, and the U.S. Regions; 4.7.2 Specialization and Type of Clearing and Settlement Institutions; 4.7.3 Vertical Integration; 4.7.4 Implementation of New Accounting Standards; 4.8 Conclusion; Acknowledgements; References; 5 General Discussion and Conclusion; 5.1 Overview; 5.2 Summary of the Main Findings; 5.3 Overarching Theoretical and Empirical Contributions; 5.4 Conclusion; References.
Appendix A: Chapter 2Appendix B: Chapter 3; Appendix B: Chapter 3; Appendix C: Chapter 4; Appendix D: Chapter 5.
2.6.2 Bank-Specific Determinants of Risk Betas: Initial Analysis2.6.3 Purposes of Financial Derivatives and Systematic Risk Exposures; 2.6.4 The Global Financial Crisis and Financial Derivatives; 2.6.5 The Impact of Financial Derivatives on Market Risk and Idiosyncratic Risk; 2.7 Main Findings; Acknowledgements; References; 3 Quality of Bank Capital and Bank Lending Behaviour During the Global Financial Crisis; 3.1 Overview; 3.2 Introduction; 3.3 Previous Studies and Development of Hypotheses; 3.4 Data Description; 3.5 Empirical Estimation; 3.6 Results; 3.7 Robustness Checks; 3.8 Conclusion.
AcknowlegementsReferences; 4 Competition in the Clearing and Settlement Industry; 4.1 Overview; 4.2 Introduction; 4.3 Literature Review; 4.3.1 Clearing and Settlement Institutions in Europe and in the U.S.; 4.3.2 Industry Structure in Clearing and Settlement Services; 4.3.3 Formation of Hypotheses; 4.4 Methodological Basis to Measuring Competition; 4.4.1 Concentration Indicators; 4.4.2 Panzar-Rosse Model; 4.4.3 Lerner Index; 4.4.4 Boone Indicator; 4.5 Description of Data and Concentration Measures; 4.6 Empirical Analysis; 4.6.1 Empirical Analysis Based on Panzar-Rosse Model.
4.6.2 Factors Affecting the Lerner Index4.6.3 Factors Affecting the Boone Indicator; 4.6.4 Competition in Concentrated Versus Non-concentrated Markets; 4.7 Robustness Checks; 4.7.1 EU, Euro Zone, and the U.S. Regions; 4.7.2 Specialization and Type of Clearing and Settlement Institutions; 4.7.3 Vertical Integration; 4.7.4 Implementation of New Accounting Standards; 4.8 Conclusion; Acknowledgements; References; 5 General Discussion and Conclusion; 5.1 Overview; 5.2 Summary of the Main Findings; 5.3 Overarching Theoretical and Empirical Contributions; 5.4 Conclusion; References.
Appendix A: Chapter 2Appendix B: Chapter 3; Appendix B: Chapter 3; Appendix C: Chapter 4; Appendix D: Chapter 5.