Showing 1 - 10 of 21
Purpose – The objective of this paper is to assess the degree to which Islamic banks in Brunei Darussalam use risk … two questions based on an ordinal scale dealing with two topics: methods of RI and risk facing the sample banks. Findings … – This study found that that the three most important types of risk that the Islamic banks in Brunei Darussalam facing are …
Persistent link: https://www.econbiz.de/10005081138
Purpose – Estimation of default and asset correlation is crucial for banks to manage and measure portfolio credit risk … and implicit asset correlations for banks and corporates in India and compare it with global scenario. This paper deduces … their banks to calculate IRB risk weighted assets. Originality/value – These correlation estimates will help the regulators …
Persistent link: https://www.econbiz.de/10010610638
gross domestic product) are the main factors that explain the survival time of banks in North Cyprus. Research limitations …
Persistent link: https://www.econbiz.de/10010610646
Purpose – Lessons from the most recent financial crisis show specific vulnerabilities of financial markets due to weaknesses in the structure of the financial system (structural fragility). As the literature points out, the impact of systemic risk can be closely related to issues of...
Persistent link: https://www.econbiz.de/10010610661
Purpose – Using data on Indian banks for 1997-2007, the purpose of this paper is to develop an index of banking … the index. Findings – Based on the statistical properties of the index, banks are classified as exhibiting high, moderate …
Persistent link: https://www.econbiz.de/10010610671
Purpose – The purpose of this paper is to identify effects of prepayment risk on performance of commercial banks in the … USA. Understanding how various risks impact banks' performance can help to improve performance of financial institutions … and better estimate risk premia charged by banks on the loans they extend to their customers. Design …
Persistent link: https://www.econbiz.de/10010610684
Purpose – The purpose of this paper is to identify effects of prepayment risk on performance of commercial banks in the … USA. Understanding how various risks impact banks' performance can help to improve performance of financial institutions … and better estimate risk premia charged by banks on the loans they extend to their customers. Design …
Persistent link: https://www.econbiz.de/10010815087
Purpose – The purpose of this paper is to report empirical evidence regarding the risk management practices of banks … the hypotheses. Findings – Banks in Bahrain are found to have a clear understanding of risk and risk management, and have … banks. Furthermore, the risk management practices are determined by the extent to which managers understand risk and risk …
Persistent link: https://www.econbiz.de/10010815117
Purpose – Lessons from the most recent financial crisis show specific vulnerabilities of financial markets due to weaknesses in the structure of the financial system (structural fragility). As the literature points out, the impact of systemic risk can be closely related to issues of...
Persistent link: https://www.econbiz.de/10010815126
Purpose – The purpose of this paper is to investigate the interface between the banking and insurance sectors. Using capital market data, the paper aims to discover any significant equity returns around the announcement date of these bank-insurance interfaces. Design/methodology/approach –...
Persistent link: https://www.econbiz.de/10004979809