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Bank Risk Management and the Franchise Value

Bauer, Wolfgang; Ryser, Marc - Institut für Schweizerisches Bankwesen <Zürich>; … - 2003

We analyze optimal risk management strategies for a regulatory restricted bank financed with deposits and equity in an … infinite horizonmodel. The bank has a positive franchise value from rents coming from deposit related services (liquidity … franchise value and the liquidation costs in case of a bank run give the bank a motivation for risk management. The franchise …

Persistent link: https://www.econbiz.de/10005859100

International Integration, Common Exposure and Systemic Risk in the Banking Sector: An Empirical Investigation

Allenspach, Nicole; Monnin, Pierre - Institut für Schweizerisches Bankwesen <Zürich> - 2007

This paper analyzes the impact of ongoing financial integration and increase in crossborder activities on banks common exposure to shocks and on banking sector systemic risk. For that, we study the evolution of correlations between large international banks asset-to-debt ratios over...

Persistent link: https://www.econbiz.de/10005858331

The New Basel Accord: Implications of the Co-existence between the Standardized Approach and the Internal Ratings-based Approach

Rime, Bertrand - 2003

We examine the prudential implications of the co-existence between the standardized approach and the internal ratings-based (IRB) approach, as defined in the new Basle Accord. We consider a model in which sophisticated banks, eligible for the IRB approach, and unsophisticated banks, eligible for...

Persistent link: https://www.econbiz.de/10011430044

Preconditions for a successful implementation of supervisors' prompt corrective action: Is there a case for a banking standard in the European Union?

Nieto, María J.; Wall, Larry D. - 2006

Over the past years, several countries around the world have adopted a system of prudential prompt corrective action (PCA). The European Union countries are being encouraged to adopt PCA by policy analysts who explicitly call for its adoption. To date, most of the discussion on PCA has focused...

Persistent link: https://www.econbiz.de/10010292333

Capital requirements and bank behaviour: empirical evidence for Switzerland

Rime, Bertrand - 2000

In recent years, regulators have increased their focus on the capital adequacy of banking institutions to enhance the stability of the financial system. The purpose of the present paper is to shed some light on whether and how Swiss Banks react to constraints placed by the regulator on their...

Persistent link: https://www.econbiz.de/10011430015

Capital Adequacy Regime in India: An Overview

Sarma, Mandira; Nikaido, Yuko - 2007

-weighted asset ratio (CRAR) of the banking sector in India. In the current regime of Basel I, Indian banking system is performing … as well as India's own minimum regulatory requirement of 9 per cent. As the revised capital adequacy norms, Basel II, are …

Persistent link: https://www.econbiz.de/10011807603

Fine tuning of health insurance regulation: Unhealthy consequences for an individual insurer

Schoder, Johannes; Sennhauser, Michèle; Zweifel, Peter - 2009

This paper sheds light on some unexpected consequences of health insurance regulation that may pose a big challenge to insurers' risk management. Because mandated uniform contributions to health insurance trigger risk selection efforts risk adjustment (RA) schemes become necessary. A good deal...

Persistent link: https://www.econbiz.de/10010315557

The Process of Project Risk Identification

Maytorena, Eunice; Winch, Graham; Freeman, Jim; Kiely, Tom - Manchester Business School

Project risk management has become an important area of interest in project management practice over the past decade. Numerous best practice standards, tools and techniques have been developed focussing on a more effective risk management process. This process consists of four main phases:...

Persistent link: https://www.econbiz.de/10005869986

Market Liquidity Risk - An Overview

Stange, Sebastian; Kaserer, Christoph - Center for Entrepreneurial and Financial Studies <München> - 2009

Market liquidity is the ease of trading an asset. Its risk is the potential loss, because a security can only be traded at high or prohibitive costs. While the omnipresence and importance of market liquidity is widely acknowledged, it has long remained a more or less elusive concept. Treatment...

Persistent link: https://www.econbiz.de/10005870300

Family Firms, Agency Costs and Risk Aversion - Empirical Evidence from Diversification and Hedging Decisions

Schmid, Thomas; Ampenberger, Markus; Kaserer, Christoph; … - Center for Entrepreneurial and Financial Studies <München> - 2008

We analyse whether family firms differ from non-family firms in terms of business segment and geographical diversification or the application of currency hedging instruments. This analysis is based on a unique dataset of 339 publicly listed companies (1,561 firm years) in the German Prime...

Persistent link: https://www.econbiz.de/10005870324

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