ENGLISH ABSTRACT: The research report investigates the risk/return relationship in the primary agricultural sector in theWestern Cape from a commercial bank's perspective. The study investigated the correlationbetween credit risk and return within a randomly selected portfolio of agricultural...

Existing literature has focused attention on the impact of Basle I and similar capital requirement regulations on developed countries where such regulations were found to be effective in increasing capital ratios and reducing portfolio credit risk of commercial banks. In the present study, we...

The "market discipline" of off-balance sheet banking activities (OBSA) has been reexamined by employing contingent claims valuation techniques to derive implied asset variances from bank equity and deposit insurance, and from risk-premia for bank subordinated debt. Specifically implied asset...

The rapid growth of OBSA in recent years has concerned bank regulators that such OBSA are risk-increasing and should be brought under control throughadditional capital requirements. Previous empirical literature tested the riskiness of certain OBSA by employing systematic or total risk as...

Off-Balance Sheet (OBS) activities of large U.S. commercial banks have been growing rapidly in recent years. These activities represented 58% of total bank assets in 1984 and grew to 176% of total bank assets in 1988. Bank regulators are concerned that OBS activities increase bank risk, and...

The paper explores recent public debates about the structure of the financial system in Germany. It pays particular attention to their symbolic-strategic dimension, that is, to attempts by several institutional entrepreneurs to reformulate the criteria of organizational legitimacy, concentrating...

Tyrimo objektas – palūkanų normos rizika. Darbo tikslas – sudaryti struktūrinės palūkanų normos rizikos valdymo modelį, leidžiantį minimizuoti banko patiriamus nuostolius ir jį adaptuoti AB SEB banko pavyzdžiu. Uždaviniai: ištirti komercinių bankų patiriamą rinkos riziką ir...

Baigiamajame magistro darbe nagrinėjamos komercinio banko kredito rizikos vertinimo ir valdymo problemos, paskolų portfelio vertinimo būtinumas ir tikslai, užsienio šalių patirtis šioje srityje. Pirmoje baigiamojo magistro darbo dalyje aptartos komercinių bankų patiriamos rizikos,...

This masters diploma paper analyses the influence of business sectors development on the loan portfolios and credit risk of Lithuanian commercial banks. Credit risk management is one of the main internal bank functions, which needs a lot of knowledge, financial resources, competencies and...

Existing literature has focused attention on the impact of Basle I and similar capital requirement regulations on developed countries where such regulations were found to be effective in increasing capital ratios and reducing portfolio credit risk of commercial banks. In the present study, we...