{"id":"https://openalex.org/W2000202190","doi":"https://doi.org/10.1007/bf02920032","title":"Off-balance sheet activities and bank default-risk premia: A comparison of risk measures","display_name":"Off-balance sheet activities and bank default-risk premia: A comparison of risk measures","publication_year":1993,"publication_date":"1993-09-01","ids":{"openalex":"https://openalex.org/W2000202190","doi":"https://doi.org/10.1007/bf02920032","mag":"2000202190"},"language":"en","primary_location":{"id":"doi:10.1007/bf02920032","doi":"https://doi.org/10.1007/bf02920032","is_oa":false,"landing_page_url":"https://doi.org/10.1007/bf02920032","pdf_url":null,"source":{"id":"https://openalex.org/S171491724","display_name":"Journal of Economics and Finance","issn_l":"1055-0925","issn":["1055-0925","1938-9744"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","jufo-1","norway-1","poland-40","russia-white-list-2"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Economics and Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5001446777","display_name":"M. Kabir Hassan","orcid":"https://orcid.org/0000-0001-6274-3545","observed_orcids":["https://orcid.org/0000-0001-6274-3545","https://orcid.org/0000-0002-9086-2813"]},"institutions":[{"id":"https://openalex.org/I192396691","display_name":"LSU New Orleans","ror":"https://ror.org/034mtvk83","country_code":"US","type":"education","lineage":["https://openalex.org/I192396691"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"M. Kabir Hassan","raw_affiliation_strings":["Assistant Professor of Finance,\n        University of New Orleans, New Orleans, LA","University of New Orleans, New Orleans#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Assistant Professor of Finance,\n        University of New Orleans, New Orleans, LA","institution_ids":["https://openalex.org/I192396691"]},{"raw_affiliation_string":"University of New Orleans, New Orleans#TAB#","institution_ids":["https://openalex.org/I192396691"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5055057888","display_name":"Gordon V. Karels","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I114395901","display_name":"University of Nebraska\u2013Lincoln","ror":"https://ror.org/043mer456","country_code":"US","type":"education","lineage":["https://openalex.org/I114395901"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Gordon V. Karels","raw_affiliation_strings":["NBA Professor of Banking,\n        Marshall Professor of Banking,\n        University of Nebraska-Lincoln, Lincoln, NE","University of Nebraska- Lincoln, Lincoln#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"NBA Professor of Banking,\n        Marshall Professor of Banking,\n        University of Nebraska-Lincoln, Lincoln, NE","institution_ids":["https://openalex.org/I114395901"]},{"raw_affiliation_string":"University of Nebraska- Lincoln, Lincoln#TAB#","institution_ids":["https://openalex.org/I114395901"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5001408662","display_name":"Manferd O. Peterson","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I114395901","display_name":"University of Nebraska\u2013Lincoln","ror":"https://ror.org/043mer456","country_code":"US","type":"education","lineage":["https://openalex.org/I114395901"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Manferd O. Peterson","raw_affiliation_strings":["NBA Professor of Banking,\n        Marshall Professor of Banking,\n        University of Nebraska-Lincoln, Lincoln, NE","University of Nebraska- Lincoln, Lincoln#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"NBA Professor of Banking,\n        Marshall Professor of Banking,\n        University of Nebraska-Lincoln, Lincoln, NE","institution_ids":["https://openalex.org/I114395901"]},{"raw_affiliation_string":"University of Nebraska- Lincoln, Lincoln#TAB#","institution_ids":["https://openalex.org/I114395901"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5001446777"],"corresponding_institution_ids":["https://openalex.org/I192396691"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":35,"citation_normalized_percentile":{"value":0.25153761,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"17","issue":"3","first_page":"69","last_page":"83"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9434000253677368,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9434000253677368,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.04859999939799309,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12276","display_name":"Risk Management in Financial Firms","score":0.0007999999797903001,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/off-balance-sheet-activities","display_name":"off-balance sheet activities","score":0.9879999756813049},{"id":"https://openalex.org/keywords/bank-default-risk","display_name":"bank default risk","score":0.8870000243186951},{"id":"https://openalex.org/keywords/yield-spreads","display_name":"yield spreads","score":0.777999997138977},{"id":"https://openalex.org/keywords/contingent-claims-pricing","display_name":"contingent claim pricing","score":0.906000018119812},{"id":"https://openalex.org/keywords/banking-regulation","display_name":"banking regulation","score":0.7699999809265137},{"id":"https://openalex.org/keywords/market-discipline","display_name":"market discipline","score":0.7279999852180481},{"id":"https://openalex.org/keywords/bank-risk-measurement","display_name":"bank risk measurement","score":0.546999990940094}],"concepts":[{"id":"https://openalex.org/C151541453","wikidata":"https://www.wikidata.org/wiki/Q523022","display_name":"Risk premium","level":2,"score":0.7010455131530762},{"id":"https://openalex.org/C183206440","wikidata":"https://www.wikidata.org/wiki/Q46834","display_name":"Balance sheet","level":2,"score":0.6218221783638},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5578579902648926},{"id":"https://openalex.org/C101433766","wikidata":"https://www.wikidata.org/wiki/Q3543263","display_name":"Maturity (psychological)","level":2,"score":0.5180245041847229},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.4734967350959778},{"id":"https://openalex.org/C120527767","wikidata":"https://www.wikidata.org/wiki/Q3196867","display_name":"Debt","level":2,"score":0.4693877100944519},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.45308366417884827},{"id":"https://openalex.org/C115668470","wikidata":"https://www.wikidata.org/wiki/Q616741","display_name":"Off-balance-sheet","level":2,"score":0.43304863572120667},{"id":"https://openalex.org/C2984055962","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Default risk","level":3,"score":0.42852485179901123},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4029625952243805},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3553431034088135},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.342164009809494},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.26380860805511475},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.2545732259750366},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.22840920090675354},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2067582607269287},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.0},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0},{"id":"https://openalex.org/C138496976","wikidata":"https://www.wikidata.org/wiki/Q175002","display_name":"Developmental psychology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/bf02920032","doi":"https://doi.org/10.1007/bf02920032","is_oa":false,"landing_page_url":"https://doi.org/10.1007/bf02920032","pdf_url":null,"source":{"id":"https://openalex.org/S171491724","display_name":"Journal of Economics and Finance","issn_l":"1055-0925","issn":["1055-0925","1938-9744"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","jufo-1","norway-1","poland-40","russia-white-list-2"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Economics and Finance","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W1521902980","https://openalex.org/W1540069287","https://openalex.org/W1541577767","https://openalex.org/W1546758628","https://openalex.org/W1966827468","https://openalex.org/W2045140612","https://openalex.org/W2049673902","https://openalex.org/W2077791698","https://openalex.org/W2078013907","https://openalex.org/W2084552392","https://openalex.org/W2105973145","https://openalex.org/W2130184489","https://openalex.org/W2163766194","https://openalex.org/W2799977465","https://openalex.org/W2887476061","https://openalex.org/W4251138813","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W1554768938","https://openalex.org/W1997438242","https://openalex.org/W1981484483","https://openalex.org/W1546758628","https://openalex.org/W2392533829","https://openalex.org/W2044774721","https://openalex.org/W7097630495","https://openalex.org/W1983112156","https://openalex.org/W3125286388","https://openalex.org/W1563400931"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}