expected shortfall (MES), and SRISK-to compare with the Basel guidelines as benchmark. We use Indonesian banks' market and … concordance with the Basel guidelines as applied by a bank supervisor. The findings show that SRISK produced a more consistent …. Further, all theoretical models are in line with the Basel guidelines, where the closest approximation is at 47%. The results …

Basel III regulation intent is to increase the resiliency of banks through effective risk management practices that can … external events are defined by the Basel Committee on Banking Supervision as operational risk losses; these losses … practices posed by the Basel III regulation for BHCs, which may reduce the spread of significant losses in the banks. Through …

This paper is an attempt to empirically examine the impact of Basel Accord regulatory guidelines on the risk … Vietnamese commercial banks manage their capital ratio and bank risk under the latest Basel Accord capital adequacy ratio … the empirical models. The results reveal a significant impact of Basel capital adequacy regulatory pressure on the risk …

for each scenario based on the standardized and internal ratings approach of the Basel II accord. The results obtained …

(Basel 2) and recent financial turmoil. The main risks faced - market, credit and operational – have distinct distributional … risk, having Basel Pillar II of Basel implications. Second, we utilize data from major banking institutions’ loss …