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A critical assessment of Basel II : internal ratings based approach implementation in emerging markets : the case of Turkey

Benli, Vahit Ferhan - 2008

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...

Persistent link: https://www.econbiz.de/10003866011

A critical assessment of Basel II, internal rating based approach : implementation in emerging markets : the case of Turkey

Benli, Vahit Ferhan - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10010355609

Estimating the impact of changes in aggregate bank capital requirements during an upswing

Noss, Joseph; Toffano, Priscilla - 2014

Persistent link: https://www.econbiz.de/10010356902

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

How do asset encumbrance and debt regulations affect bank capital and bond risk

Helberg, Stig; Lindset, Snorre - In: Journal of banking & finance 44 (2014), pp. 39-54

Persistent link: https://www.econbiz.de/10010409339

Bank capital buffer and risk adjustment decisions

Jokipii, Terhi; Milne, Alistair - In: Journal of financial stability 7 (2011) 3, pp. 165-178

Persistent link: https://www.econbiz.de/10009272331

Measuring and stress-testing market-implied bank capital

Indergand, Martin; Jondeau, Eric; Fuster, Andreas - 2022

We propose a methodology for measuring the market-implied capital of banks by subtracting from the market value of equity (market capitalization) a credit-spread-based correction for the value of shareholders' default option. We show that without such a correction, the estimated impact of a...

Persistent link: https://www.econbiz.de/10013168743

How do bank capital and capital buffer affect risk : empirical evidence from large US commercial banks

Abbas, Faisal; Younas, Zahid Irshad - In: Journal of central banking theory and practice 10 (2021) 2, pp. 109-131

This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the … behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show … that bank capital has a positive influence on total risk. However, risk-based capital and capital buffer have a negative …

Persistent link: https://www.econbiz.de/10012549240

Relationship between risk management and financial performance of Nepalese commercial banks

Maharjan, Sujata - In: Nepalese journal of economics : a publication of … 3 (2019) 1, pp. 153-164

Persistent link: https://www.econbiz.de/10013204484

The effect of credit risk, liquidity risk and bank capital on bank profitability : evidence from an emerging market

Saleh, Isam; Abu Afifa, Malik - In: Cogent economics & finance 8 (2020) 1, pp. 1-13

This paper aims to investigate the effect of credit risk, liquidity risk and bank capital on bank profitability over a … panel data using GMM methods. The results indicate that credit risk, liquidity risk, and bank capital variables have an … impact on bank profitability. Understanding the Basel requirements and their importance by local and foreign bank managers is …

Persistent link: https://www.econbiz.de/10013179550

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