in the safety net and the integrated risk management over bank and insurance industry. First, the safety net institutions … regulatory regimes over bank and insurance industry may induce the regulatory capital arbitrage chances, and lead to the risk …

English Abstract: This paper examines how global expansion affects the performance of bank headquarters and foreign …

-prudential regulation, which focuses on the financial system as a whole. While giving attention to the whole system, ultimate regulation and …

the central bank …

). The model reveals a dynamic relationship between an individual bank and the banking system by help of the DCC (dynamic … informative, and furthermore that the systemic risk contribution of an individual bank has a nonlinear relationship with the size … of the bank …

English Abstract: In this paper, the determinant factors of PF loan recovery of defaulted savings bank are investigated … loan. Especially, I find an evidence to support the hypothesis of savings bank's procyclical behavior by using of ‘credit …-to-GDP gap' variable proposed by BCBS as a common reference index of bank's procyclicality to test the hypothesis. Finally, I …