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Persistent link: https://www.econbiz.de/10011695913
Operationelle Risiken stellen für Banken nach dem Kreditrisiko die zweitwichtigste Risikokategorie dar. Ein effektives Risikomanagement der operationellen Risiken dürfte in Zukunft ein entscheidender Wettbewerbsfaktor sein. Im Rahmen der Neuregelung der bankaufsichtsrechtlichen Vorgaben...
Persistent link: https://www.econbiz.de/10010305656
Prinzipien gelenkt, wie in Zukunft das Risikomanagement, die interne Banksteuerung und die Bankenaufsicht reformiert und auf die …
Persistent link: https://www.econbiz.de/10010427768
carried out by the central bank ('Deutsche Bundesbank, BBK') in cooperation with the Federal Financial Supervisory Authority …'s ordinal grading by a purely quantitative CAMEL covariate vector, which is standard in many bank rating models, and we also … include the bank inspector's qualitative risk assessment into the model. We find that not only the quantitative CAMEL vector …
Persistent link: https://www.econbiz.de/10010305993
geographical regions measured by the Herfindahl Index. To explore this issue, we use a unique data set of the individual bank loan …
Persistent link: https://www.econbiz.de/10010295912
Ongoing financial innovation and greater information availability increase the tradability of bank assets and reduce … banks' dependence on individual bank managers as private information in the lending process declines. In this paper we argue … bank managers and shareholders becomes less severe. Consequently, banks' capital structure needs to be less concerned with …
Persistent link: https://www.econbiz.de/10010295931
This paper deals with the relation between excessive risk taking and capital structure in banks. Examining a quarterly dataset of U.S. banks between 1993 and 2010, we find that equity is valued higher when more risky portfolios are chosen when leverage is high, and that more risk taking has a...
Persistent link: https://www.econbiz.de/10010326471
countries. The European Central Bank (ECB), jointly with the Banking Supervision Committee (BSC), has an interest in monitoring …
Persistent link: https://www.econbiz.de/10011606251
This study presents two tests of the hypothesis that adoption of an internal ratings-based approach to determining minimum capital requirements, proposed as part of the Basel II capital accord, would cause adopting banking organizations to increase their acquisition activity. The study employs...
Persistent link: https://www.econbiz.de/10011689918
particular, I find that a bank affiliated with a multi-bank holding company is significantly safer than either a stand-alone bank … or a bank affiliated with a one-bank holding company. Not only does affiliation reduce the probability of future … other banks. Moreover, the effects of affiliation are strengthened for an expanding bank holding company. However, the …
Persistent link: https://www.econbiz.de/10010283388