Narrow search
Showing 1 - 10 of 350
Cover Image
Risk management and the implementation of the Basel Accord in emerging countries: An application to Pakistan.
Masood, Omar; Fry, J. M. - Volkswirtschaftliche Fakultät, … - 2011
This paper addresses an important contemporary issue; namely the implementation of the Basel Accord worldwide. The Basel Accord provides a series of measures to improve the stability of the world’s financial system but its implementation poses a number of challenges for both developing and...
Persistent link: https://www.econbiz.de/10009325677
Cover Image
A Dynamic Solvency Approach for Life Insurance
Cocozza, Rosa; Di Lorenzo, Emilia - Volkswirtschaftliche Fakultät, … - 2007
The paper investigates risk management processes in life insurance, in a perspective consistent with the framework of Solvency II. The paper starts with the breakdown of the business dynamics. This analysis provides for a complete depiction of risk and value driver within life business. The...
Persistent link: https://www.econbiz.de/10008794672
Cover Image
Determinants of net interest margin under regulatory requirements: an econometric study
Ghosh, Saibal; Narain, Aditya; Kannan, R - Volkswirtschaftliche Fakultät, … - 2001
Using data for the period 1995-96 to 1999-2000, this paper seeks to identify the factors influencing spreads of Scheduled Commercial Banks in India. Among the explanatory variables, we incorporate, in addition to the standard set of variables, regulatory requirement variables. Our analysis...
Persistent link: https://www.econbiz.de/10009294690
Cover Image
Have more strictly regulated banking systems fared better during the recent financial crisis?
Ahrend, Rudiger; Arnold, Jens; Murtin, Fabrice - Volkswirtschaftliche Fakultät, … - 2009
We assess whether during the recent financial crisis banking systems in countries with more stringent prudential … banking regulation have proved more stable. We find indicators of regulatory strength to be relatively well correlated with … value destruction in the banking sector or by the fiscal cost of financial sector rescue. …
Persistent link: https://www.econbiz.de/10008545991
Cover Image
Charter Value and Risk-taking: Evidence from Indian Banks
Saibal, Ghosh - Volkswirtschaftliche Fakultät, … - 2009
, suggestive of a strong link between competition and charter value. Among the traditional banking activities, bank size and …
Persistent link: https://www.econbiz.de/10008497675
Cover Image
How did state-owned banks respond to privatization? Evidence from the Indian experiment
Ghosh, Saibal - Volkswirtschaftliche Fakultät, … - 2010
The paper examines the response of banks to privatization. Using data on all state-owned banks for the period 1990-2006, the findings indicate that fully state-owned banks are significantly less profitable than partially privatized ones. The improvements in performance by partially privatized...
Persistent link: https://www.econbiz.de/10008615043
Cover Image
What factors drive the Russian banks license withdrawal
Peresetsky, A. A. - Volkswirtschaftliche Fakultät, … - 2011
The binary and multinomial logit models are applied for prediction of the Russian banks defaults (license withdrawals) using data from bank balance sheets and macroeconomic indicators. Significantly different models correspond to the two main grounds for license withdrawal: financial insolvency...
Persistent link: https://www.econbiz.de/10011258099
Cover Image
Analysing Risk Management in Banks: Evidence of Bank Efficiency and Macroeconomic Impact
Awojobi, Omotola; Amel, Roya; Norouzi, Safoura - Volkswirtschaftliche Fakultät, … - 2011
in most financial institutions especially banks. This study is a case for the Nigerian banking industry, focusing on … Nigerian banking sector. As it stands, the sufficiency of Basel principles for risk management is doubtful because asset …
Persistent link: https://www.econbiz.de/10009323489
Cover Image
Capital adequacy and risk management - premises for strengthening financial system stability
Bunea-Bontaş, Cristina Aurora; Lăzărică, Marinela; … - Volkswirtschaftliche Fakultät, … - 2009
, and to insure the health of the global banking and financial markets. From this perspective, the Basel II Accord …
Persistent link: https://www.econbiz.de/10008578304
Cover Image
Macroprudential Regulation and Bank Performance: Evidence from India
Ghosh, Saibal - Volkswirtschaftliche Fakultät, … - 2013
Employing data on Indian banks for 1992-2012, the article examines the impact of macroprudential measures on bank performance. First, it finds that state-owned banks tend to have lower profitability and soundness than their private counterparts. Next, it tests whether such differentials between...
Persistent link: https://www.econbiz.de/10011108381