Showing 1 - 10 of 7,014
In recent years, credit risk evaluation and credit default prediction have attracted a great deal of interests from both practitioners and regulators in the financial industry. This paper reviews various methods in credit risk evaluation. We demonstrate the use of a scorecard in a bank and...
Persistent link: https://www.econbiz.de/10005048905
This paper presents Detailed Assessment of the United States’s observance of Basel Core Principles for Effective Banking Supervision. The U.S. financial system is large and highly diversified. At the end-2007, total U.S. financial assets amounted to almost four and a half times the size...
Persistent link: https://www.econbiz.de/10011245173
Based on detailed regulatory intervention data among German banks during 1994-2008, we test if supervisory measures … and its duration while weak measures are insignificant. With the benefit of hindsight, we exclude banks that eventually …
Persistent link: https://www.econbiz.de/10008519496
improve the tools to resolve banks in line with recent international practices. …
Persistent link: https://www.econbiz.de/10011243960
In South Africa, long-term insurers experienced some strains during the financial crisis, but there were no crisis-related failures. The capital markets suffered sharp declines but no systemic failures. The three standards assessments have found the regulatory system fundamentally sound. The...
Persistent link: https://www.econbiz.de/10011244153
The quality of financial sector supervision has emerged as a key issue from the financial crisis. While most countries operated broadly under the same regulatory standards, differences emerged in supervisory approaches. The international response to this crisis has focused on the need for more...
Persistent link: https://www.econbiz.de/10011245867
-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital adequacy framework. We … discuss the key drivers behind the differences in these calculations, drawing upon a sample of systemically important banks …
Persistent link: https://www.econbiz.de/10010790321
changes in risk-weighted assets (RWAs) under stress, including for non-internal ratings based (IRB) banks (through a quasi … assumptions and scenarios; (c) allowing stress testers to run multi-year scenarios (up to five years) for hundreds of banks …
Persistent link: https://www.econbiz.de/10009019581
The Netherlands has been heavily affected by the global financial crisis. The “Twin Peaks†supervision model, with Netherlands Central Bank - De Nederlandsche Bank (DNB) as the prudential supervisor, and the Authority for Financial Markets (AFM) responsible for conduct-of-business...
Persistent link: https://www.econbiz.de/10011243829
Focusing on shareholder value (SHV) maximising banks vs. stakeholder value (STV) maximising banks, we ask: Why do they … securitise originated loans on financial markets, OTD banks lowered their credit standards. Thus, the OTD model proved … with the prejudice against STV banks, often described before the crisis as outdated and inefficient. …
Persistent link: https://www.econbiz.de/10008755406