Search Results - subject:"Risk based capital"

International Capital Rules: Harmonization, Conflict or Competition

Grace, Martin F. - Networks Financial Institute, Scott College of Business - 2013

There is a conflict between the philosophies of United States (US) style capital regulation and that of the European Union (EU). While the conflict looks like it will not evolve into a real trade issue, there is a potential for misunderstanding of the pros and cons of the two systems. This paper...

Persistent link: https://www.econbiz.de/10010895749

Occupy risk weighting : how the minimum leverage ratio dominates capital requirements ; a Swiss example ; conference paper

Kellermann, Kersten; Schlag, Carsten-Henning - 2013

to assess risk. This paper discusses the interaction and tensions between the leverage ratio and risk-based capital … advantage is that it does not supersede risk-based capital adequacy targets, but rather supplements them. …

Persistent link: https://www.econbiz.de/10010340012

Procyclicality of U.S. bank leverage

Laux, Christian; Rauter, Thomas - In: Journal of accounting research 55 (2017) 2, pp. 237-273

Persistent link: https://www.econbiz.de/10011695564

Organizational structure, risk-based capital requirements, and the sales of downgraded bonds

Lu, Erin P.; Lai, Gene C.; Ma, Qingzhong - In: Journal of banking & finance 74 (2017), pp. 51-68

Persistent link: https://www.econbiz.de/10011793634

A logistic regression analysis for potentially insolvent status of life insurers in the United States

Sager, Thomas W. (contributor) - 2011

. The potentially insolvent status is indicated based on insurer’s Risk-based capital ratio (RBC ratio) reported in the …

Persistent link: https://www.econbiz.de/10009429422

The Role of RBC, Hurricane Exposure, Bond Portfolio Duration, and Macroeconomic and Industry-wide Factors in Property-Liability Insolvency Prediction

Cheng, Jiang; Weiss, Mary A. - Networks Financial Institute, Scott College of Business - 2011

This research analyzes the performance of the Risk Based Capital (RBC) ratio and other variables in predicting …

Persistent link: https://www.econbiz.de/10010761880

Risk and risk-based capital of U.S. bank holding companies

Hogan, Thomas L.; Meredith, Neil R. - In: Journal of regulatory economics 49 (2016) 1, pp. 86-112

Persistent link: https://www.econbiz.de/10011473915

The efficient computation and the sensitivity analysis of finite-time ruin probabilities and the estimation of risk-based regulatory capital

Joshi, Mark S.; Zhu, Dan - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 431-467

Persistent link: https://www.econbiz.de/10011576782

A critical analysis of the Malaysian risk-based capital framework : a comparison between general insurance and Takaful

Yusof, Aida Yuzi; Lau, Wee-Yeap; Osman, Ahmad Farid - In: Institutions and economies 8 (2016) 4, pp. 23-41

Persistent link: https://www.econbiz.de/10011647242

The evolution of insurer portfolio investment strategies for long-term investing

Gründl, Helmut; Dong, Ming; Gal, Jens - In: Financial market trends 111 (2016) 2, pp. 7-61

Persistent link: https://www.econbiz.de/10011892505