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

to explain the variation in a measure of a bank’s default risk (approximated by Z-score) and how these effects make their … structure rather than the characteristics of the portfolio of assets. Additionally, we use a model of bank behavior to simulate …

This paper reviews the cost-benefit analysis, or “regulatory impact analysis” (RIA), in US bank regulators’ risk …-based capital (RBC) rule proposals. We review the principles of cost-benefit analysis and its application by US bank regulators. We … RBC rules and related rules on bank liquidity. We find that nine of the 27 rules include RIAs. Five of the RIAs claim the …

faced by a bank. Assuming that loans may turn bad any year after they are granted, a banks’ lending behaviour has been shown … Indian banking industry. However, when the systemic importance of the bank is considered, the systemically important banks …

controlling for bank specific and macroeconomic determinants of bank profitability. Bank profitability is proxied by return on … significant negative effect on bank profitability only in the long run. Generally, the explanatory variables used in the study … have short run and long run effects on bank profitability, although the impact is not uniform across the different measures …

mortgage market in Luxembourg using data on the labour market and government interventions, as well as surveys of consumer … finances (HFCS). Our conclusions are twofold. At the aggregate level, the Luxembourg mortgage market is relatively well placed …