requiring banks to calculate operational risk capital, and disclose qualitative and quantitative information. Using a difference … losses and present in banks subject to supervisory approval, supports the idea that capital adequacy, supervisory review, and …

This paper analyzes the determinants of regulatory capital (the minimum required by regulation) and economic capital … (the capital that shareholders would choose in absence of regulation) in the context of the single risk factor model that … underlies the New Basel Capital Accord (Basel II). The results show that economic and regulatory capital do not depend on the …

impacts of the major influences on key financial soundness indicators, including capital adequacy, asset quality, and earnings …

College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform …: the amount of capital required, the design of capital requirements (complexity versus simplicity), proportionate …

neither by higher capital charges nor by more transparency and related market discipline induced by the stress test …

regulatory capital and faster growth of banks, pointing to a more lenient supervisory style. …

We simulate how the probability of failure of a subsidiary and the group changes after a capital buffer is imposed on …