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Modelling systemically important banks vis-à-vis the basel prudential guidelines
Salim, M. Zulkifli; Daly, Kevin James - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-20
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 supervisory data over the 2008-2019 period. The research...
Persistent link: https://www.econbiz.de/10012622472
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The effects of ERM adoption on European insurance firms performance and risks
Jurdi, Doureige J.; AlGhnaimat, Sam M. - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-17
publicly listed insurance firms. Using a dataset for 24 years, we report new results which show that ERM adopters realize …
Persistent link: https://www.econbiz.de/10012796172
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The perceived effectiveness of blockchain for digital operational risk resilience in the European Union insurance market sector
Grima, Simon; Kizilkaya, Murat; Sood, Kiran; … - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-15
resilience within the European insurance market sector has grown exponentially. This study aims to use the case of blockchain to …
Persistent link: https://www.econbiz.de/10012626663
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Insurance risks management methodology
Ivanovna, Kartashova Olga; Vladimirovna, Molchanova Olga; … - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-15
The purposes of the study are to substantiate the influence of the specific features of insurance on the set of … management accounting objects and to develop a mechanism of preparing the relevant information for insurance risk management … organization’s profits. The object of research is management accounting in the information system of an insurance company. The …
Persistent link: https://www.econbiz.de/10011960615
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The impact of the Basel accord on Greek banks : a stress test study
Leventides, John; Donatou, Anna - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 181-197
In this paper, we study the impact of extreme events on the loan portfolios of the Greek banking system. These portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large, medium, and small size. A series of extreme scenarios was...
Persistent link: https://www.econbiz.de/10011545145
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Stochastic optimization system for bank reverse stress testing
Montesi, Giuseppe; Papiro, Giovanni; Fazzini, Massimiliano - In: Journal of risk and financial management : JRFM 13 (2020) 8/174, pp. 1-43
The recent evolution of prudential regulation establishes a new requirement for banks and supervisors to perform reverse stress test exercises in their risk assessment processes, aimed at detecting default or near-default scenarios. We propose a reverse stress test methodology based on a...
Persistent link: https://www.econbiz.de/10012322078
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Time to simplify banking supervision : an evidence-based study on PCA framework in India
Bhusan, Soumik; Hazarika, Angshuman; Gopal, Naresh - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-20
The financial stability of the commercial banking sector remains one of the critical responsibilities of the Reserve Bank of India (RBI). Weak banks cause instability in the financial system, triggering depositor runs. While several studies covered the prompt corrective action framework (PCA)...
Persistent link: https://www.econbiz.de/10013273706
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Determinants of financial performance of insurance companies : empirical evidence using Kenyan data
Morara, Kamanda; Sibindi, Athenia Bongani - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-13
The drivers of financial success of the insurance industry are of interest to several players in any economy including …; most of which look at narrow elements that determine insurance companies’ performance. This article sought to explore the … components contributing to the financial performance of insurance firms. We employed a sample consisting of 37 general insurers …
Persistent link: https://www.econbiz.de/10012798319
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Data-driven services in insurance : potential evolution and impact in the Swiss market
Pugnetti, Carlo; Seitz, Mischa - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-16
Using real-time customer data holds great potential for the insurance industry. The frequency and relevance of … aims at understanding the potential path of the development of services in insurance and the challenges faced by insurers … retail customers. We find that customers have high trust in insurance companies and are open to purchasing additional …
Persistent link: https://www.econbiz.de/10012587458
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Financial literacy levels among Saudi citizens across budgeting, saving, investment, debt, and insurance dimensions
Al Rahahleh, Naseem M. - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-18
aspects of financial literacy-i.e., budgeting, debt, saving, investment, and insurance-were elicited from a large sample of …, but only a moderate level in relation to investment and insurance. The study findings indicate that current efforts on the … should continue and that more attention should be paid to educating Saudi citizens in relation to investment and insurance. …
Persistent link: https://www.econbiz.de/10014284373