This paper compares a translation of a global (more specifically, European) regulation into two local contexts, setting this process in a broader context of the all-pervading risk management. The two countries are Sweden and Poland, both relatively untouched by the current financial crisis, and...

The paper focuses on the interaction between the solvency probability of a banking firm and the diversification potential of its asset portfolio when determining optimal equity capital. The purpose of this paper is to incorporate value at risk (VaR) into the firm-theoretical model of a banking...

According to many authors, so-called “central planning” had disappeared from European countries by 1989. However, this is by no means certain. Many former centrally planned economies still engage in central planning, in both the private and public sectors. Moreover, there is a striking...

Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit it. One of them is the existence of systemic risk that affects all of the policies at the same time. We introduce here a probabilistic approach to examine the consequences of...

Chapter 1. Basic concepts of bank risk aggregation -- Chapter 2. Research review of bank risk aggregation -- Chapter 3. Financial statements based bank risk aggregation framework -- Chapter 4. Bank risk aggregation based on income statement -- Chapter 5. A “factor-integral” approach to solve...

The application of industry 4.0 in banking presents many challenges, with several operational risks related to downtime and timeout services due to system failures. One of the operational risk management steps is to estimate the value of the maximum potential losses. The purpose of this study is...

The aim of the research presented in the article was to analyse the legitimacy of the use of scoring models in banking activities, together with the assessment of the effectiveness of this tool in reducing the high value of the NPL ratio in Polish cooperative banks on the example of banks...

Chapter 1. Introducing Economic Capital -- Part 1. Modelling Credit-Risk Economic Capital -- Chapter 2. Constructing a Practical Model -- Chapter 3. Finding Model Parameters -- Chapter 4. Implementing The Model -- Part 2. Loan Pricing -- Chapter 5. Approximating Economic Capital -- Chapter 6....

Risk taking is an inherent element of the banking business. Banks make conscious decisions regarding risk taking as they expect to make more return if they take more risk. The primary objective of this study is to empirically investigate the efficiency of Indian banks in generating return...

Chapter 1: Overview of the US Banking System -- Part 1: The Legal Background -- Chapter 2: Banking Laws -- Chapter 3: The Crypto-currency regulations -- Chapter 4: Anti-Money Laundering Laws -- Part 2: Actors: Regulators and Banks -- Chapter 5: The Regulators -- Chapter 6: Commercial Banks and...