This paper investigates the determinants of credit risk from a broad perspective. Particular attention is given to the … significantly affect the risk of banks' loan portfolios. In addition, an analysis of the conditional quantiles of non … regulated markets also experience greater credit risk. …

new Basel III Accord to counter excessive bank risk-taking behavior. However, prior theoretical as well as empirical … literature that studies the impact of risk-based capital requirements on bank risk-taking behavior is inconclusive. The primary … purpose of this paper is to examine the impact of risk-based capital requirements on bank risk-taking behavior, using a panel …