Research Forums and Seminars
Leveraged term loans are typically arranged by banks but distributed to institutional investors.
The Advanced Measurement Approach (AMA) to operational risk capital is vulnerable to gaming, complex, and lacks comparability.
Three guiding principles for the next level of digital transformation for banks and insurers. Best practices from across the globe, inside and outside the industry.
CBID Seminar with Professor Dimitrios Gounopoulos from the School of Management at the University of Bath
We examine changes in risk following US bank mergers in the period 1981-2014.
Organised by the Centre for Banking, Institutions and Development (CBID).
External speakers: Professor Simon Stevenson (Runstad Center for Real Estate Studies, University of Washington), Professor Yildiray Yildirim (Zicklin School of Business, Baruch College, City University of New York), Professor Jonathan Halket (Department of Economics, University of Essex).
Distinguished speaker: Professor Turalay Kenc (Central Bank of Turkey).
Seminar organised by the Centre for Banking, Institutions and Development (CBID).
Organised by the Centre for Banking, Institutions and Development (CBID). Speakers: Professor Nihat Aktas (WHU – Otto Beisheim School of Management) and Professor Marc Goergen (Cardiff Business School).
Organised by the Centre for Banking, Institutions and Development (CBID). Speakers: Xunhua Su (Norwegian School of Economics and Enrico Onali (Aston Business School).
In a post-crisis paper published by the Basel Committee on Banking Supervision they observed, “One of the most significant lessons learned from the global financial crisis that began in 2007 was that banks’ information technology (IT) and data architectures were inadequate to support the broad management of financial risks.”
The aim of the Policy Forum is to highlight the rigorous empirical research taking place in the field of financial literacy and inclusion. The Forum will present India's experience with financial inclusion programs and the underlying policy reforms that are driving them.
From 1963 through 2015, idiosyncratic risk (IR) is high when market risk (MR) is high. We show that the positive relation between IR and MR is highly stable through time and is robust across exchanges, firm size, liquidity, and market-to-book groupings.