MARC details
| 000 -LEADER |
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| fixed length control field |
02190nam a22002657a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20241010085238.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
241010b |||||||| |||| 00| 0 eng d |
| 022 ## - INTERNATIONAL STANDARD SERIAL NUMBER |
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| International Standard Serial Number |
17528887 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
MSU |
| Language of cataloging |
English |
| Transcribing agency |
MSU |
| Description conventions |
rda |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HD61.J687 JOU |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Fritz-Morgenthal, Sebastian G. |
| Relator term |
author |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Does risk culture matter? : |
| Remainder of title |
the relationship between risk culture indicators and stress test results/ |
| Statement of responsibility, etc. |
created by Sebastian Fritz-Morgenthal, Julia Hellmuth and Natalie Packham |
| 264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
London : |
| Name of producer, publisher, distributor, manufacturer |
Henry Stewart Publication, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2016. |
| 336 ## - CONTENT TYPE |
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| Source |
rdacontent |
| Content type term |
text |
| Content type code |
txt |
| 337 ## - MEDIA TYPE |
|---|
| Source |
rdamedia |
| Media type term |
unmediated |
| Media type code |
n |
| 338 ## - CARRIER TYPE |
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| Source |
rdacarrier |
| Carrier type term |
volume |
| Carrier type code |
nc |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
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| Title |
Journal of risk management in financial institutions |
| Volume/sequential designation |
Volume 9, number 1 |
| 520 3# - SUMMARY, ETC. |
|---|
| Summary, etc. |
A strong risk culture is generally thought to be valuable to an institution as it is said to strengthen the institution’s resilience. Can this claim be substantiated? In our research, we show that quantitative and qualitative risk culture indicators can be identified. Using a comprehensive dataset comprising 81 European banks, two scores are developed: a score for risk culture based on risk culture indicators, and a stress test score based on the 2014 ECB stress test outcome. Two hypotheses are tested: first, is there a relationship between the risk culture score and stress indicators (in this case, derived from the 2014 ECB stress test)? The results confirm that a relatively better stress test result corresponds to a better risk culture of a financial institution: two quantitative ratios, the leverage ratio and a variable quantifying adjustments derived from the AQR, entail significant explanatory power. Secondly, which individual risk culture indictors best explain the individual results of the ECB stress test? The qualitative factors showing a high significance are ‘governance’ and ‘other effects’, which include, for example, one-off effects. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Risk culture |
| Form subdivision |
Risk framework |
| General subdivision |
Financial institutions |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Hellmuth, Julia |
| Relator term |
co author |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Packham, Natalie |
| Relator term |
co author |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
https://doi.org/10.69554/NCGI5286. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Journal Article |