implementation of the Basel 2 risk-based capital regulatory rules. We study the quarterly bilateral flows from G-10 creditor banking …-ratings that lead to changes in risk-weights for capital adequacy requirements have become more significant since the … implementation of Basel 2 rules for assessing banks’ credit risk under the standardized approach. This evidence is consistent with …

This paper reconsiders the formal estimation of bank risk using the variability of the profit function. In our model …–2012q4. The findings show that bank risk was fairly stable up to 2001 and accelerated quickly thereafter up to 2007. We also … establish that the risk of the relatively large banks and banks that failed in the subprime crisis is higher than the industry …

an important risk management issue for banks, which the Basle Committee (2002) suggests should be approached via stress …