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Credit risk management of Ghanaian listed banks
Apanga, Michelle Ayog-Nying; Appiah, Kingsley Opoku; … - In: International Journal of Law and Management 58 (2016) 2, pp. 162-178
Purpose – The study aims to assess credit risk management practices within financial institutions in Ghana. Specifically, the study compares credit risk management practices of listed banks in Ghana with Basel II (1999). Design/methodology/approach – The analysis is based on data gathered...
Persistent link: https://www.econbiz.de/10014781892
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Implementing Basel II in the Norwich and Peterborough Building Society
Pritchard, Jeffrey - In: Journal of Financial Regulation and Compliance 12 (2004) 3, pp. 240-247
This paper describes the approach taken by the Norwich and Peterborough Building Society (the Society) in implementing models, policies and practices to meet the expected requirements of the third Capital Adequacy Directive as described in consultation papers issued by the Basel Committee, the...
Persistent link: https://www.econbiz.de/10014869974
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Parsimonious exposure‐at‐default modeling for unfunded loan commitments
Bag, Pinaki; Jacobs, Michael - In: The Journal of Risk Finance 13 (2011) 1, pp. 77-94
Purpose – The purpose of this paper is to build an easy to implement, pragmatic and parsimonious yet accurate model to determine an exposure at default (EAD) distribution for CCL (contingent credit lines) portfolios. Design/methodology/approach – Using an algorithm similar to the basic...
Persistent link: https://www.econbiz.de/10014901597
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Concentration risk model for Greek bank's credit portfolio
Lefcaditis, Constantinos; Tsamis, Anastasios; … - In: The Journal of Risk Finance 15 (2014) 1, pp. 71-93
Purpose – The IRB capital requirements of Basel II define the minimum level of capital that the bank has to retain to cover the current risks of its portfolio. The major risk that many banks are facing is credit risk and Basel II provides an approach to calculate its capital requirement. It is...
Persistent link: https://www.econbiz.de/10014901980
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Basel II and the associated uncertainties for banking practices
Rad, Alexander - In: Qualitative Research in Financial Markets 8 (2016) 3, pp. 229-245
Purpose This paper aims to explore uncertainties in the interaction between Basel II and banking practices. Design/methodology/approach The research setting is a centralized bank’s risk control organization and its commercial lending operations. The bank, despite its early adoption of the...
Persistent link: https://www.econbiz.de/10014988361
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Externalities among creditors and personal bankruptcy
E. Dawsey, Amanda - In: Journal of Financial Economic Policy 6 (2014) 1, pp. 2-24
borrower's bankruptcy filing because a portion of the cost will be borne by other lenders. Creditors who bear a smaller portion … of the total cost of a personal bankruptcy would be expected to take less care to avoid triggering one. Design … that because each lender's collection actions increase the probability of bankruptcy, each lender will collect more …
Persistent link: https://www.econbiz.de/10014867122
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Bankruptcy prediction: the case of Belgian SMEs
Cultrera, Loredana; Brédart, Xavier - In: Review of Accounting and Finance 15 (2016) 1, pp. 101-119
Purpose – The aim of this paper is to develop a bankruptcy prediction model for the Belgian small- and medium … accuracy and show that ratios as profitability and liquidity are excellent predictors of bankruptcy for Belgian SMEs. Research … to the academic literature on bankruptcy prediction of Belgian SMEs, this study may be of interest for investors or …
Persistent link: https://www.econbiz.de/10014989866
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Bank capital: the case against Basel
Pakravan, Karim - In: Journal of Financial Regulation and Compliance 22 (2014) 3, pp. 208-218
Purpose – The purpose of this paper is to focus on the “Basel Illusion”, the belief that a model-driven quantitative approach to capital adequacy can lead to a more robust and shock-proof system. The author analyzes the Basel framework and its role as a major source of systemic risk....
Persistent link: https://www.econbiz.de/10014870804
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Basel II: The road ahead
Caruana, Jaime - In: Journal of Financial Regulation and Compliance 11 (2003) 4, pp. 297-302
The following extract is taken from a speech by Jaime Caruana, Governor of the Bank of Spain, as Chairman of the Basel Committee on Banking Supervision, given to the Institute of International Finance in Dubai on 21st September, 2003.
Persistent link: https://www.econbiz.de/10014869950
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Risk‐based capital requirements and their impact upon the banking industry: Basel II and CAD III
Lastra, Rosa Maria - In: Journal of Financial Regulation and Compliance 12 (2004) 3, pp. 225-239
The Basel Committee has proposed a new capital framework to respond to the deficiencies of the 1988 Capital Accord (Basel I). The 1988 Accord has been criticised for its crude assessment of risk and for creating opportunities for regulatory arbitrage. In principle, the new approach, often...
Persistent link: https://www.econbiz.de/10014869973