Omar Masood
Biographic Data
| ID | 1118145 |
|---|---|
| NAME | Omar Masood |
| GIVEN NAMES | Omar |
| FAMILY NAME | Masood |
| SIGNATURE | MASOOD O |
| AFFILIATIONS | University of Lahore |
| ORCID | 0000-0001-5481-4032 |
| VERIFIED | Yes |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 4 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2017 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 0 |
How Do Capital Ratios Affect Bank Risk-Taking: New Evidence From the United States
This study aims to examine the impact of different capital ratios on Non-Performing loans, Loan Loss Reserves, and Risk-Weighted Assets by studying large commercial banks of the United States. The study employed a two-step system generalized method of movement (GMM) approach by collecting the data over the period ranging from 2002 to 2018. The study finds that using Non-Performing loans and Loan Loss Reserves as a proxy for risk, results support …
How do large commercial banks adjust capital ratios: Empirical evidence from the US
This research explores the balanced panel data to examine the level of capital adjustment for major insured commercial banks over the 2002-2018 period using a two-step GMM estimator. The findings show that the speed of adjustment of the large insured commercial banks is faster than that of non-financial companies. The results contribute to a slower average adjustment pace of a total capital ratio than the total risk-based capital and capital buff…
Factors affecting development patterns: Econometric investigation of the Japan equity market
In this paper it is assumed that equity markets reflect the development of the overall economy of a country. Equity markets, among other factors, are considerably affected by factors such as inflation or deflation. Therefore, when inflationary or deflationary pressures appear, Central Banks try to manage those pressures in order to minimise their impact on the economy. In this paper, the case of Japan will be examined. Japan can be considered an …
The impact of regime-switching behaviour of price volatility on efficiency of the US sovereign debt market
This article focuses on the asset price volatility at the stock exchange that result from the regime switching behaviour in the market. This study is devoted to the question about how the asset price volatility affects the US sovereign debt market. The efficient market hypothesis has been a base for the asset pricing. This hypothesis is discussed in this study. The review of the literature reveals nuances of behavioural finance theory, and allows…
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The impact of regime-switching behaviour of price volatility on efficiency of the US sovereign debt market
This article focuses on the asset price volatility at the stock exchange that result from the regime switching behaviour in the market. This study is devoted to the question about how the asset price volatility affects the US sovereign debt market. The efficient market hypothesis has been a base for the asset pricing. This hypothesis is discussed in this study. The review of the literature reveals nuances of behavioural finance theory, and allows…
Factors affecting development patterns: Econometric investigation of the Japan equity market
In this paper it is assumed that equity markets reflect the development of the overall economy of a country. Equity markets, among other factors, are considerably affected by factors such as inflation or deflation. Therefore, when inflationary or deflationary pressures appear, Central Banks try to manage those pressures in order to minimise their impact on the economy. In this paper, the case of Japan will be examined. Japan can be considered an …
How do large commercial banks adjust capital ratios: Empirical evidence from the US
This research explores the balanced panel data to examine the level of capital adjustment for major insured commercial banks over the 2002-2018 period using a two-step GMM estimator. The findings show that the speed of adjustment of the large insured commercial banks is faster than that of non-financial companies. The results contribute to a slower average adjustment pace of a total capital ratio than the total risk-based capital and capital buff…
How Do Capital Ratios Affect Bank Risk-Taking: New Evidence From the United States
This study aims to examine the impact of different capital ratios on Non-Performing loans, Loan Loss Reserves, and Risk-Weighted Assets by studying large commercial banks of the United States. The study employed a two-step system generalized method of movement (GMM) approach by collecting the data over the period ranging from 2002 to 2018. The study finds that using Non-Performing loans and Loan Loss Reserves as a proxy for risk, results support …
Economics (4 works) · Finance (4 works) · Monetary economics (3 works) · Banking stability, regulation, efficiency (2 works) · Business (2 works) · Financial economics (2 works) · Financial Markets and Investment Strategies (2 works) · Housing Market and Economics (2 works) · Islamic Finance and Banking Studies (2 works) · Monetary Policy and Economic Impact (2 works)