analyzes the determinants of non-interest income and its impact on financial performance and the risk profile of German banks … between 1995 and 2007. We find empirical evidence that for all German universal banks risk-adjusted returns on equity and … strong engagement in fee-generating activities goes along with higher risk. In order to analyze possible cross …

lasting retail-orientation is likely to be linked to their exposure to the risk of strategic investor behavior at times of …

regulation, recovery and resolution, and risk culture. …

In the work of the Basel Committee there has been a tradition of distinguishing market from credit risk and to treat … both categories independently in the calculation of risk capital. In practice positions in a portfolio depend … simultaneously on both market and credit risk factors. In this case, an approximation of the portfolio value function splitting value …

The subprime crisis revealed that the adoption of suitable systems for the management of credit risk is of utmost … assessing the capital adequacy. This paper investigates whether decisions on total risk-based capital ratios are channeled …

-offs and write-downs, we examine the impact of loan portfolio sector concentration on credit risk. By controlling for common … risk factors, we separate the bank-specific selection and monitoring abilities from the composition of the loan portfolio …

seeks to control the amount of tail risk that large banks take in their trading books. However, banks around the world … whether the Basel framework allows banks to take substantive tail risk in their trading books without a capital requirement … regarding the treatment of tail risk. …