This book presents methods, data foundation,­ systems, and procedures, for the actual implementation of Basel II. The focus is exclusively on credit risk measurement under the IRB framework. Particularly, the book proposes to assist emerging market banks in delivering a suite of integrated...

This book presents methods, data foundation,­ systems, and procedures, for the actual implementation of Basel II. The focus is exclusively on credit risk measurement under the IRB framework. Particularly, the book proposes to assist emerging market banks in delivering a suite of integrated...

List of figures. List of tables. List of abbreviations. Preface and summary. 1. Introduction.2. Literature review: relationship between derivatives and risk management and the concept of risk management efficiency and its measurement.3. Risk management efficiency measurement and analysis: an...

"As risk-taking is an essential part of the banking industry, banks must practice efficient risk management to ensure survival in uncertain financial climates. Banking operations are specifically affected by fluctuations in interest rates which cause financial imbalance, thus banks are now...

This Occasional Paper reviews financial stability challenges in countries preparing for EU membership with a candidate country status, i.e. Croatia (planned to accede to the EU on 1 July 2013), Iceland, the former Yugoslav Republic of Macedonia, Montenegro and Turkey. It follows a...

This paper analyzes the effects of parliamentary election cycles on the Turkish banking system. Using annual bank-level data representing all banks in Turkey during 1963-2005, we present evidence of meaningful differences in the structure of bank assets, liabilities and financial performance...