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Determinants of capital adequacy and voluntary capital buffer among microfinance institutions in an emerging market
Duho, King Carl Tornam - In: Cogent economics & finance 11 (2023) 2, pp. 1-33
This study examines the determinants of capital adequacy and voluntary capital buffers among microfinance institutions (MFIs). We apply the two-stage least squares (2SLS) with instrumental variables to account for endogeneity. Using quarterly panel data of 439 MFIs in Ghana covering the period...
Persistent link: https://www.econbiz.de/10014501012
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Failure prediction models : performance, disagreements, and internal rating systems
Mitchell, Janet; Van Roy, Patrick - 2007
internal rating systems. We also examine the potential gains from combining the output of multiple models. We find that the … failing firms are high enough. Finally, the number of classes in an internal rating system appears to be more important than …
Persistent link: https://www.econbiz.de/10011610380
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Emerging East Asian Banking Systems ten years after the 1997/98 crisis
Adams, Charles - 2008
looking and risk based. However, it notes that major credit rating agencies continue to maintain relatively low ratings for …
Persistent link: https://www.econbiz.de/10011282133
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Banking reform
Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011554963
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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
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Assessing the Cost of Financial Regulation
Elliott, Douglas - 2012
This study assesses the overall impact on credit of the financial regulatory reforms in Europe, Japan, and the United States. Long-term cost estimates are provided for Basel III capital and liquidity requirements, derivatives reforms, and higher taxes and fees. Overall, average lending rates in...
Persistent link: https://www.econbiz.de/10013099136
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When is a Supervisory Recognized External Rating Worthwhile for a Medium-Sized Enterprise and its Bank? – An Empirical Analysis Against the Background of Basel III
Stein, Stefan - 2014
by means of the credit risk standardized approach (CRSA) instead of the more sophisticated internal rating based approach …-banks cannot benefit from this provision as only around 100 non-financial companies have the required published agency rating on … supervisory recognized rating available. Projected to the total population of German corporates, the exposures of around 9,000 of …
Persistent link: https://www.econbiz.de/10013066183
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Loan Syndication under Basel II : How Credit Ratings Affect Cost of Credit?
Hasan, Iftekhar - 2020
This paper investigates how lenders react to borrowers' rating changes under heterogeneous conditions and different … to rating upgrades, even when the latter are associated with a reduction in risk weights for corporate loans. The …
Persistent link: https://www.econbiz.de/10012823142
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Incremental Risk Charge Methodology
Xiao, Tim - 2014
The incremental risk charge (IRC) is a new regulatory requirement from the Basel Committee in response to the recent financial crisis. Notably few models for IRC have been developed in the literature. This paper proposes a methodology consisting of two Monte Carlo simulations. The first Monte...
Persistent link: https://www.econbiz.de/10013055237
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Operational Risk in Bank Governance and Control : How to Save Capital Requirement Through a Risk Transfer Strategy. Evidences from a Simulated Case Study
Scannella, Enzo - 2015
Operational risk management in banking has assumed such importance during the last decades. It has become increasingly important to measure, manage, and assess the impact of operational risk in the economics of banking. The paper aims to demonstrate how an effective operational risk management...
Persistent link: https://www.econbiz.de/10013018049