Following the adoption by the Basel Committee of new capital rules for banks, a process is now taking place in the EU …

Following the adoption by the Basel Committee of new capital rules for banks, a process is now taking place in the EU …

banks using a non-parametric Monte Carlo re-sampling method following Carey [1998]. Our results are based on a panel data … set containing both loan and internal rating data from the banks complete business loan portfolios over the period 1997 … businesses in the sample is rated by both banks, we can generate loss distributions for SME, retail and corporate credit …

Banks in the Czech Republic maintain their regulatory capital ratios well above the level required by their regulator … stemming from capital buffers and Pillar 2 add-ons on the capital ratios of banks holding such extra capital. The results … provide evidence that banks shrink their capital surplus in response to higher capital requirements. A substantial portion of …

banks using a non-parametric Monte Carlo re-sampling method following Carey [1998]. Our results are based on a panel data … set containing both loan and internal rating data from the banks' complete business loan portfolios over the period 1997 … businesses in the sample is rated by both banks, we can generate loss distributions for SME, retail and corporate credit …

This paper examines the relationship between the regulatory and supervision framework and the productivity of banks in … a positive impact on productivity. Restrictions on banks’ activities relating to their involvement in securities …

by the banks. It is shown that if the supervisors have a limited ability to identify or to sanction dishonest banks, an … helps to offset the banks' potential capital savings of understating their risks by (i) reducing banks' put option value of … limited ex ante, and by (ii) increasing the banks' net worth, which in turn enhances the supervisors' ability to sanction …