risk, having Basel Pillar II of Basel implications. Second, we utilize data from major banking institutions’ loss …) on the same data-sets across banks, comparing absolute total risk measures (Value-at-Risk – VaR and proportional … lowest (10-21%). Across the five largest banks we fail to find the effect of business mix to exert a directionally consistent …

effects. In this paper, by modeling and simulating banking system behavior and linkages across countries, we assess, based on … countries, and detailing which counterpart country would be affected by the ring-fencing of each considered country’s banking …

sample of both Islamic and conventional banks from 14 dual banking economies from 2005-2018. Our findings can be summarized …This paper investigates the relationship between legal origin and banks' risk-taking behavior. We employ GMM to study a … as follows: (a) bank risk-taking and legal origin are negatively related in our sample countries, (b) Islamic banks are …

Basel III regulation intent is to increase the resiliency of banks through effective risk management practices that can … United States economy. The viral spread of operational losses through global markets by interconnected multinational banks … external events are defined by the Basel Committee on Banking Supervision as operational risk losses; these losses …

In this paper, we study the impact of extreme events on the loan portfolios of the Greek banking system. These … banking organization as well as the added capital that will be needed in order to hedge that risk. The execution of the … scenarios aims at studying the effects which may be brought about on the capital of the three representative banks by the …

-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 … Vietnamese banking system. Furthermore, we add a value-at-risk variable developed by as an independent variable into equations of …

Our paper investigates Indonesia's systemically important banks (SIBs) using theoretical approaches-CoVaR, marginal … expected shortfall (MES), and SRISK-to compare with the Basel guidelines as benchmark. We use Indonesian banks' market and …

Banking risk management is considered weak compared to rapid changes in financial markets. In light of the recent … global financial crisis, banking risk management has become a significant concern of banking regulators and government … agencies. This work aims to build a model for assessing banking risks. The primary study method is economic …