. The estimation results from PVAR model finds that bank risk-taking behaviour is positively - related to increase in the …

We study the implications of the value at risk concept for the bank's optimum amount of equity capital under credit … managerial and market factors. Furthermore, the bank's equity and asset/liability management has to be addressed simultaneously … by bank managers. …

on the results of a verification of the Czech National Bank's stress testing methodology, the paper argues that stress …

Under a new Basel capital accord, bank regulators might use quantitative measures when evaluating the eligibility of …

lending behavior and risk sensitivity of a risk-neutral bank. CDS contracts may be used to hedge a bank's credit risk exposure … at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk … credit risk. Under the substitution approach in Basel II (and III) a risk-neutral bank will over-, fully or under-hedge its …

households based on data from a densely populated rural area in Western Kenya. The motivation behind migration is largely …

We study the determinants of households' choices of lighting fuels in Kenya, including the option of using solar home … and sources from Kenya, one of the few relatively well-established SHSs markets in the world. Our results reveal some very …

theoretical advancements on co-management and drawing on empirical studies conducted in Kenya, the paper examines how successful … Kenya. …

context of increasing urban poverty in Nairobi, Kenya. The findings indicate that households who migrated together with their …