-level default probabilities and recovery rates to estimate the loss distribution of the underlying assets. We find that bank … securitised loans are less risky, compared to the average bank lending to small and medium enterprises. …

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 …

-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 …

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

This article deals with the issue of managing bank credit risk using a cost risk model. Modeling of bank credit risk … dynamics of overdue payment; assess the quality of the credit portfolio of the bank; determine possible trends in bank … the risk of the bank's credit portfolio. …

reduce significant idiosyncratic operational losses. A systemic risk event that leads to significant losses in a bank holding …

, 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 …