Bank Risk, Governance and Regulation

List of figures List of tables Preface Introduction 1. Credit quality, bank provisioning and systematic risk in banking business: Josanco Floreani, Maurizio Polato, Andrea Paltrinieri and Flavio Pichler 1.1. Introduction 1.2. Literature review 1.3. Determinants of beta and hypothesis development 1.4. Data and methodology 1.5. Results 1.6. Discussion and implications 1.7. Conclusions 2. The estimation of banks' cost of capital through the Capital at Risk Model: an empirical investigation across European banks: Federico Beltrame, Daniele Previtali and Luca Grassetti 2.1. Introduction 2.2. The application of the CaRM to the banking industry 2.3. Methodology and sample 2.4. Results 2.5. Conclusions 3. Moving towards a pan European deposit guarantee scheme. How bank riskiness is relevant in the scheme?: Giusy Chesini and Elisa Giaretta 3.1. Introduction 3.2. Literature review on deposit insurance and bank risk 3.3. The evolution of the regulation of deposit guarantee schemes in Europe 3.4. The Federal Deposit Insurance Corporation (FDIC) in the USA 3.5. Data and statistics 3.6. Conclusions 4. Back to the Future: Prospective Bank Risk Management in a Financial Analysis Perspective: Rosa Cocozza 4.1. Introduction 4.2. The cultural background 4.3. The conceptual framework: EBA focus and KRI analysis 4.4. The market appraisal 4.5. Conclusions 5. Financial innovation in banking: Francesca Arnaboldi and Bruno Rossignoli 5.1. Introduction 5.2. Literature review 5.3. Data and methods 5.4. Research design 5.5. Results 5.6. Additional tests 5.7. Conclusions 6. Risk and Efficiency in European Banking - Does Corporate Governance Matter?: Magnus Willeson 6.1. Introduction 6.2. Literature review 6.3. Methodological approach 6.4. Results 6.5. Conclusions 7. Towards a Macroprudential Policy in the EU: Elisabetta Gualandri and Mario Noera 7.1. Introduction 7.2. Macroprudential policy at a glance 7.3. Targets of MAP 7.4. The MAP toolkit 7.5. MAP in the EU 7.6. Conclusions 8. Italian banks facing Basel 3 higher capital requirements: which strategies are actually feasible?: Franco Tutino, Giorgio Carlo Brugnoni and Maria Giovanna Siena 8.1. Introduction 8.2. Literature review 8.3. Sample and data 8.4. Methodology 8.5. Analysis of the possible strategic solutions 8.6. Considerations on the actual intervention margins 8.7. Conclusions