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An alternative Z-score measure for downside bank insolvency risk
Lepetit, Lætitia; Strobel, Frank; Tran Thu Ha - In: Applied economics letters 28 (2021) 2, pp. 137-142
Persistent link: https://www.econbiz.de/10012415101
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Peer effects of bank loan portfolio on systemic insolvency risk : evidence from China
Wang, Chengyuan; Wang, Qiong; Zheng, Shanshan; Wan, Liang; … - In: Applied economics 53 (2021) 30, pp. 3457-3473
Persistent link: https://www.econbiz.de/10012589475
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Bank failure, risk, and capital regulation
Barber, Joel R. - In: Journal of economics and finance 20 (1996) 3, pp. 13-20
Persistent link: https://www.econbiz.de/10001231683
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Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z. - In: Journal of risk management in financial institutions 16 (2022/2023) 3, pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
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Eigenkapitalnormen in der Theorie der Finanzintermediation
Burghof, Hans-Peter - 1998
der Theorie der Finanzintermediation begründen läßt. Dabei öffnet der Autor den Blick dafür, daß bankaufsichtliche Normen …
Persistent link: https://www.econbiz.de/10011401929
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Eigenkapitalnormen in der Theorie der Finanzintermediation
Burghof, Hans-Peter - 1998
Persistent link: https://www.econbiz.de/10000677497
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Stress-testing portfolio-specific risk
Fink, Jason D.; Fink, Kristin E.; Sono, Hui H. - In: Journal of investment management : JOIM 11 (2013) 4, pp. 40-57
Persistent link: https://www.econbiz.de/10010357097
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Handbuch Bankenaufsicht und interne Risikosteuerungsmodelle : Quantifizierung und Analyse von Risiken mit bankinternen Modellen, bankaufsichtliche Anforderungen
Eller, Roland (ed.); Gruber, Walter (ed.); Reif, Markus (ed.) - 1999 - 1. Auflage
Persistent link: https://www.econbiz.de/10001379221
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Bank Capital and New Regulatory Requirements for Risks in Trading Portfolios
inanoglu, hulusi - 2020
This article examines the impact of the new supervisory standards of Basel 2.5 and Basel III for bank trading portfolios with regards to the additional capital requirements developed to mitigate liquidity risk and credit risk. Using the incremental risk charge (IRC), the authors estimate risk...
Persistent link: https://www.econbiz.de/10012830908