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Articles 1 - 4 of 4
Full-Text Articles in Portfolio and Security Analysis
Simple Determinants Of Commercial Bank Failures, Matthrew Qi
Simple Determinants Of Commercial Bank Failures, Matthrew Qi
Undergraduate Economics Working Paper Series
This study investigates the internal and macroeconomic determinants of commercial banking failures in the United States spanning 1959 to 2025. Using a logit model and a four-quarter lag, two models are estimated: a comprehensive model (1985–2025) and an extended panel model (1960–2025). Empirical results reveal internal CAMELS metrics are primary determinants of survival; profitability and capital adequacy defends against failures, while asset quality deterioration and management inefficiencies accelerates failure. The “too big to fail” paradigm is empirically validated. Contractionary monetary policy and labor market stress increase failure probabilities. Real GDP growth exhibits a role shift predicting commercial bank failures.
The Startup Ecosystem In Southern Nevada: Growth, Energy, And Emerging Entrepreneurship In 2025, Len Jessup, Sean Curry
The Startup Ecosystem In Southern Nevada: Growth, Energy, And Emerging Entrepreneurship In 2025, Len Jessup, Sean Curry
Policy Briefs and Reports
The startup ecosystem in Southern Nevada has undergone significant transformation during the past decade, evolving from a fragmented and nascent environment into a dynamic and increasingly coordinated landscape. This study examines the growth of the Southern Nevada startup ecosystem, analyzing key components such as funding sources, incubators, accelerators, and public-private collaborations. Utilizing both quantitative and qualitative data, including investment trends, economic impact reports, and interviews with over 100 stakeholders, this policy brief provides a comprehensive assessment of the strengths and gaps within the ecosystem. Key findings indicate that while the region has made substantial progress, particularly in fostering early-stage investments …
Valuation Of Financial Derivatives Subject To Liquidity Risk, Yanan Jiang
Valuation Of Financial Derivatives Subject To Liquidity Risk, Yanan Jiang
UNLV Theses, Dissertations, Professional Papers, and Capstones
Valuation of financial derivatives subject to liquidity risk remains an open problem in finance. This dissertation focuses on the valuation of European-style call option under limited market liquidity through the dynamic management of a portfolio of assets. We investigate liquidity from three perspectives: market breadth, depth, and immediacy. We present a general framework of valuation based on the optimal realization of a performance index relative to the set of all feasible portfolio trajectories. Numerical examples are then presented and analyzed that show option price increases as the market transitions from liquid to less liquid state. Furthermore, buying and selling activities, …
Comparing Lodging Reits Using Dupont Analysis: Evaluating Shareholder Equity, John Richard Kane Pellika
Comparing Lodging Reits Using Dupont Analysis: Evaluating Shareholder Equity, John Richard Kane Pellika
UNLV Theses, Dissertations, Professional Papers, and Capstones
This research paper compares lodging REITs using DuPont analysis. The study examined United States publicly traded lodging REITs’ balance sheets, income statements, and cash flow statements between the quarterly periods of 12/31/1997 to 12/31/2005. Lodging REITs have to adhere to the REIT status guidelines, 90 percent of their taxable income must be distributed as dividends to shareholders and at least 75 percent of their income must come from real estate. Lodging REITs do not have government requirements on how a firm must efficiently manage its operations through financial leverage. The results indicate that there is a disparity between individual lodging …