solved by standard software. Incorporating uncertainty on future defaults, risk weights and withdrawals and formulating the …

governed by risk-weights categories determined by the Basel regulation. We show that changes to risk-weight categories which … these dynamics are governed by a formula linking the two ratios together which derives from the sensitivity of the risk …-based capital ratio to a change in its risk-weight(s). One implication of our work regarding the Basel III regulation consists in …

analysis indicates that the effect of the noninterest income share on the Chinese banking industry's revenue and risk is not … income may worsen the risk/return trade-off for the Chinese banking industry. …

This paper examines banks’ diversification–performance nexus from the perspective of demand, the magnitude of … the magnitude of households’ financial participation develops asymmetric diversification effects on banks’ performance … on the effect of banks’ income diversification on their performance. Our findings suggest that banks should take into …

In the last few years, there has been an extensive debate as to whether ownership matters for bank performance in less … ownership enhances bank performance. Based on a range of performance ratios as well as parametric and non-parametric estimations …, where private ownership involves foreign ownership then this does seem to have a positive effect on bank performance. Both …

part as data coverage has varied and often been limited. Studying the performance of foreign relative to domestic banks in … improve performance. These findings show that it is important to control for heterogeneity among foreign banks when studying … their performance and help reconcile some contradictory results found in the literature. …

In this paper, we analyze the link between the macroeconomic developments and the banking credit risk in a particular …