This study investigates the relationship between bank capital and risk in the Indian banking sector. The sample … causality test to find out the relationship between risk and capital. The result signifies that there is a unidirectional … causality, i.e. risk is causing capital for all the three types of commercial banks. Furthermore, we examine the impact of risk …

Several recent studies have recommended greater reliance on subordinated debt as a tool to discipline bank risk taking …

The aim of this paper is to assess how German savings banks adjust capital and risk under capital regulation. We … coordination of capital and risk adjustments depends on the amount of capital the bank holds in excess of the regulatory minimum … while simultaneously lowering risk. In contrast, banks with high capital buffers try to maintain their capital buffer by …

fluctuation is stronger for savings banks than for cooperative banks, as, for savings banks, risk-weighted assets fluctuate more … not decrease risk-weighted assets in a business cycle downturn by more than well-capitalized banks. This finding seems to …

the global over-the-counter (OTC) derivatives markets, where significant counterparty credit risk prevails. In this paper …, we deal with risk under Basel III banking regulation and provide credit valuation adjustment (CVA) modelling, which is a … measure of the market value of counterparty credit risk. We use simulated data to develop a stress test model to determine the …