Showing 1 - 10 of 31,996
Persistent link: https://www.econbiz.de/10003450346
for sensitivity to common risk factors in bank stock returns. We also relate the cross-sectional variation in market … strong predictive indicator for bank's share performance during the financial crisis in the late 1990s, even after …
Persistent link: https://www.econbiz.de/10013119483
This paper examines how the risk based capital standards, the so-called Basle Accord between 1990 and 1993. As the Japanese stock prices fell, banks' latent capital gains, which are part of tier II capital, became smaller. Empirical findings are consistent with a view that banks with lower...
Persistent link: https://www.econbiz.de/10012788984
Persistent link: https://www.econbiz.de/10012659459
Using data from Japanese commercial banks during 2002-2012, we explore the relationship between banks' choice of capital buffers and prevailing macroeconomic conditions. We find a positive relationship between capital buffers and the phase of the business cycle, and further find that this...
Persistent link: https://www.econbiz.de/10013077598
This paper examines how the risk based capital standards, the so-called Basle Accord between 1990 and 1993. As the Japanese stock prices fell, banks' latent capital gains, which are part of tier II capital, became smaller. Empirical findings are consistent with a view that banks with lower...
Persistent link: https://www.econbiz.de/10012472084
sales, commissions, and fees. In summary, we contribute to the bank’s earnings management literature by showing that income …
Persistent link: https://www.econbiz.de/10014348683
Purpose - Due to increase in operational risk, banks are facing huge losses. In order to avoid losses, banks need to manage operational risk. This study aims to analyze the impact of operational risk management (ORM) processes, which include identification, assessment, analysis, monitoring and...
Persistent link: https://www.econbiz.de/10013192664
crisis reforms, such as liquidity regulations and bank resolution regimes, in reducing the probability and costs of future …
Persistent link: https://www.econbiz.de/10012302626
The purpose of this study is to find the most important variables that represent the future projections of the Bank of … International Settlements' (BIS) capital adequacy ratio, which is the index of financial soundness in a bank as a comprehensive and …, managers and practitioners in the bank-related fields because this study highlights the key findings from the data …
Persistent link: https://www.econbiz.de/10012426967