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dc.contributor.author
Malamas, Alexandros - Georgios
en
dc.date.accessioned
2017-05-11T09:51:21Z
dc.date.available
2017-05-12T00:00:29Z
dc.date.issued
2017-05-11
dc.identifier.uri
https://repository.ihu.edu.gr//xmlui/handle/11544/15819
dc.rights
Default License
dc.title
A Value-at-Risk analysis of banking acquisitions: evidence from the Eurozone
en
heal.type
masterThesis
en_US
heal.secondaryTitle
Evidence from the Eurozone
en
heal.classification
FINANCE
en
heal.classification
BANKING
en
heal.keywordURI.LCSH
Banks and banking--European Economic Community countries
heal.keywordURI.LCSH
Banks and banking--Risk assessment
heal.keywordURI.LCSH
Banks and banking--Risk management--Europe
heal.keywordURI.LCSH
Bank mergers--Europe
heal.language
en
en_US
heal.access
free
en_US
heal.license
http://creativecommons.org/licenses/by-nc/4.0
en_US
heal.recordProvider
School of Economics, Business Administration and Legal Studies, MSc in Banking and Finance
en_US
heal.publicationDate
2017-05-11
heal.abstract
The purpose of this paper is to assess the risk implications of banks in the changing structure of the Eurozone banking industry which in the last decade and so has shifted away from traditional expanding strategies. Based on a broad set of major bank Mergers and Acquisitions (M&As) in the European monetary union for the period 2000-2015, this current thesis raises and tackles the question which even regulators need answered and that is if M&As between commercial banks of the Eurozone member states have any significant effect in the Value-at-Risk figures of the acquiring banks’ share. A combination of various VaR calculation methods and event studies are applied in order to answer safely the hypothesis in question and that any findings originate from the events examined and not from random movements of the market. The results found, are somewhat similar in vein with the previous research done in the field, and show that the VaR of the acquirers is indeed effected by the acquisition deals.
en
heal.advisorName
Archontakis, Frangiskos
en
heal.committeeMemberName
Archontakis, Frangiskos
en
heal.committeeMemberName
Grose, Christos
en
heal.academicPublisher
IHU
en
heal.academicPublisherID
ihu
en_US
heal.numberOfPages
45
en_US
heal.spatialCoverage
Europe
en
heal.temporalCoverage
2000 - 2015
en


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