. This risky situation is unlike default risk whose maximum values are limited by the amount of credit granted. For example …

We propose a method to consider business cycles in the computation of capital for operational risk. We examine whether … is not considered in risk management models, capital estimations will be biased. Banks will hold too much capital during …

, securitization and bank risk-taking in a context of the rapid growth in off-balance-sheet activities. The data come from the Canadian … both current Tier 1 and Total risk-based capital ratios, and (b) there exists a positive statistical link between … securitization and bank risk-taking. Profit-risk measure is more sensitive than loss-risk measure to the variation in securitization …