reduce significant idiosyncratic operational losses. A systemic risk event that leads to significant losses in a bank holding …Basel III regulation intent is to increase the resiliency of banks through effective risk management practices that can … are evident in human error, fraud, and legal expenses that are aligned to systemic operational risk. The occurrences of …

-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 …

risk management objective of capital adequacy, as bank managers are forced to take on more risk to meet the capital ratio …, that requires large banks to maintain a minimum capital ratio. The Federal Reserve Bank (Fed) regulates capital of Bank … definition of data source for compliance analytics. These considerations of compliance practices may help senior bank managers …

portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large … show an increase of credit risk during the crisis periods, and the differentiation of risk depending on the size of the … banking organization as well as the added capital that will be needed in order to hedge that risk. The execution of the …

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

How has Basel III (Bank for International Settlements), regarding the computation, measurement, and management of the … banking sector's capacity to respond in embracing Basel III? This study aims to review the current issues faced by a bank as … as defined by BNM (Bank Negara Malaysia) under Basel III. Nevertheless, this finding opens new horizons of understanding …

The purpose of this article is to show the effect of Risk Perception RP and Risk Definition RD on the Risk … June 2020, a period during the early stages of the COVID-19 pandemic. The study identified six dimensions of risk … perception and thus tested six structural models. Risk perception (ξ RP) is defined as an external latent variable in the study …

with risk measured by CVaR and additional sophisticated constraints. The cash outflow shortages are penalized in the …

firms and concludes that both the size and book-to-market effects are related to default risk. For example, small firms earn … higher return than big firms only if they have higher default risk and value stocks earn higher returns than growth stocks if … their default risk is high. In this paper we use a more advanced compound option pricing model for the computation of …

meltdowns can represent existential exposure to an organization, and thus cannot be ignored. Despite advances in risk management …, a gap in addressing what cannot be envisioned ex ante has existed since Frank Knight’s designation of risk and …