portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large …

After the 2008 global financial crisis, U.S. bank holding companies needing to cover larger-than-expected loan losses …

generate very high costs, but on the other hand it protects against insolvency. That’s why a bank needs to find the ‘Gold mean … study is identification of interdependencies between bank risk capital and effectiveness of the aggregated Eurozone banking … positive correlation between profitability and size of bank risk capital. To verify the hypothesis regression models were used …

concordance with the Basel guidelines as applied by a bank supervisor. The findings show that SRISK produced a more consistent …

-based capital adequacy regulation and bank risk management of Vietnamese commercial banks. Our research aims to assess how … Vietnamese commercial banks manage their capital ratio and bank risk under the latest Basel Accord capital adequacy ratio … squares regression (3SLS) to analyze the endogenous relationship between risk-based capital adequacy standards and bank risk …

financial crisis of 2007–2009, two important issues require further attention. First, although bank capital ratios have been … system. Second, bank liquidity requirements may have become too complex and could also have unintented and unpredictable … interaction effects with bank capital requirements. …

to explain the variation in a measure of a bank’s default risk (approximated by Z-score) and how these effects make their … structure rather than the characteristics of the portfolio of assets. Additionally, we use a model of bank behavior to simulate …