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of Bank Credit Agricole (Poland). As a result, an economic-mathematical model is built, which is the optimal combination … of operational, currency, and credit risk management models. This model calculates the optimal values of bank balance … sheet items, which allows for making the right management decisions. It allowed adjusting the value of the bank profit by 3 …
Persistent link: https://www.econbiz.de/10013273729
A strong capitalized position of financial institutions is essential to ensure their solvency. Because of their unique nature, banks must always keep an optimum level of capital to ensure smooth banking earnings. Consequently, it is mandatory for all types of banks operating in Pakistan to keep...
Persistent link: https://www.econbiz.de/10012384360
reduce significant idiosyncratic operational losses. A systemic risk event that leads to significant losses in a bank holding …
Persistent link: https://www.econbiz.de/10012484192
-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 …
Persistent link: https://www.econbiz.de/10012388007
, that requires large banks to maintain a minimum capital ratio. The Federal Reserve Bank (Fed) regulates capital of Bank … risk management objective of capital adequacy, as bank managers are forced to take on more risk to meet the capital ratio … definition of data source for compliance analytics. These considerations of compliance practices may help senior bank managers …
Persistent link: https://www.econbiz.de/10012173933
portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large …
Persistent link: https://www.econbiz.de/10011545145
concordance with the Basel guidelines as applied by a bank supervisor. The findings show that SRISK produced a more consistent …
Persistent link: https://www.econbiz.de/10012622472
One of the controversies of diversification is that it may not be beneficial to banks, as it tends to increase systemic risk. Recent theoretical and empirical work have addressed this problem. We argue, from a theoretical perspective, that this controversy ultimately depends on how risk is...
Persistent link: https://www.econbiz.de/10012484095
We address the paradox that financial innovations aimed at risk-sharing appear to have made the world riskier. Financial innovations facilitate hedging idiosyncratic risks among agents; however, aggregate risks can be hedged only with liquid assets. When risk-sharing is primitive, agents...
Persistent link: https://www.econbiz.de/10012321952
-border bank flows. Furthermore, our work is the first to comprehensively examine various components of political stability on the … makers which particular aspects of political stability have a significant effect on cross-border bank flows and provide an … political measures-and therefore, higher political stability-increase cross-border bank flows, especially in advanced economies …
Persistent link: https://www.econbiz.de/10012302409