the Liquidity Challenge: The Changing Role of Credit Portfolio Management <i>(IACPM and KPMG)</i></li> <li>NUS-RMI Credit … application of the Basel II default definition by credit risk assessment systems, and changes in credit portfolio management …, amongst others. Recent evolutions of the Risk Management Institute's Credit Research Initiative are also reported, including a …

analyzed using the standard supervisory framework, which assesses capital adequacy, asset quality, management, earnings, and … liquidity (CAMEL). [WP 146]. …

This paper examines the management of the financial statement of UBA using goal programming (GP) technique. The data … in the bank: goal (1) (asset accumulation); goal 2 (liability reduction); goal 3 (shareholders¡¯ wealth); goal 4 (earning …); goal 5 (profitability); and goal 6 (optimum management of the items in the financial statement). Applying POM-QM Version 3 …

that capital adequacy, liquidity and asset quality have significant effects on the GDP growth rate both in the long and the …

the outcome has been a robust and high-quality implementation that has built upon and substantially strengthened the risk-management … major implementation effort. APRA’s analysis of the adequacy of capital for systemically relevant banks is sound. …

This Selected Issues paper discusses capital and liquidity regulations in Sweden. It recaps the recent debates on … capital and liquidity buffers, and discusses a way to consider appropriate levels of capital and liquidity buffers in the case … of Sweden. The paper estimates the government’s contingent liabilities from banks by different capital and liquidity …