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debt in China, and the corresponding burden on banks of impaired assets. It finds that such techniques can play a role, but …
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Basel III on such behavior.Design/methodology/approachThe authors use a unique set of hand-collected data on bank capital … combined with financial data downloaded from the China Stock Market and Accounting Research (CSMAR) database. Multivariate …
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Systemically Important Banks (G-SIBs) on bank lending behaviour. Using a difference-in-differences estimation strategy, we find no …
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Some financial institutions can use internally developed credit risk models to determine their capital requirements. At the same time, the regulatory framework governing such models allows institutions to implement diverse rating systems with no specified penalty for poor model performance. To...
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