Purpose – This paper aims to offer a comprehensive comparison of the characteristics between banks that securitize and … banks that do not and to provide evidence of the capital arbitrage theory of securitization. Design …/methodology/approach – First, the fundamental financial similarities and differences between banks that securitize assets and banks that do not …

its practical implementation by Swiss Private Banks. Design/methodology/approach – The paper is based on a survey … understand and apply VaR methodology in their daily business. Findings – From the banks' perspectives, VaR has both positive and … comparable risk measurement across different asset classes and business lines. Originality/value – This analysis shows how banks …

Purpose – The purpose of this research is to examine the degree to which the UAE banks use risk management practices … between the two sets of banks. Design/methodology/approach – The authors developed a modified questionnaire, divided into two … two topics: methods of risk identification, and risks facing the sample banks. Findings – This study found that the three …

management capabilities of banks and then ascertains the sensitivity of bank stocks to risk management. Design … ratios as risk management variables and attempts to gauge the overall risk management capability of banks by summarizing … on data for Indian banks reveal that banks' risk management capabilities have been improving over time except for in the …

Purpose – The objective of this paper is to assess the degree to which Islamic banks in Brunei Darussalam use risk … two questions based on an ordinal scale dealing with two topics: methods of RI and risk facing the sample banks. Findings … – This study found that that the three most important types of risk that the Islamic banks in Brunei Darussalam facing are …