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Risk model backtesting
Terzić, Ivica; Milojević, Marko - In: Ekonomika : međunarodni časopis za ekonomsku teoriju … 62 (2016) 1, pp. 151-162
Persistent link: https://www.econbiz.de/10011483358
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Bank capital adequacy for average market financial risk
Azar, Samih Antoine - In: The empirical economics letters : a monthly … 14 (2015) 6, pp. 631-635
Persistent link: https://www.econbiz.de/10011419189
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Risk and risk-based capital of U.S. bank holding companies
Hogan, Thomas L.; Meredith, Neil R. - In: Journal of regulatory economics 49 (2016) 1, pp. 86-112
Persistent link: https://www.econbiz.de/10011473915
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Bigger is not always safer : a critical analysis of the subadditivity assumption for coherent risk measures
Rau-Bredow, Hans - In: Risks : open access journal 7 (2019) 3/91, pp. 1-18
measures. Contrary to the subadditivity assumption, bank mergers can create extra risk. We begin with an analysis how a merger … affects depositors, junior or senior bank creditors, and bank owners. Next it is shown that bank mergers can result in higher … interbank loans, a bank merger could lead to additional contagion risks. We conclude that the subadditivity assumption should be …
Persistent link: https://www.econbiz.de/10012126479
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Using weighted distributions to model operational risk
Afonso, Lourdes B.; Real, Pedro Corte - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 469-485
Persistent link: https://www.econbiz.de/10011576788
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The determinants of risk disclosure by banking institutions : evidence from Bangladesh
Nahar, Shamsun; Azim, Mohammad; Jubb, Christine - In: Asian review of accounting 24 (2016) 4, pp. 426-444
Persistent link: https://www.econbiz.de/10011641829
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Credit risk measurement : evidence of concentration risk in Polish banks' credit exposures
Nehrebecka, Natalia - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 2, pp. 681-712
Persistent link: https://www.econbiz.de/10012213643
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Basel II and the associated uncertainties for banking practices
Rad, Alexander - In: Qualitative research in financial markets 8 (2016) 3, pp. 229-245
Persistent link: https://www.econbiz.de/10011695236
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Kulturrisiko und Risikokultur : operationales Risiko nach Basel II
Buchelt, Roman; Unteregger, Stefan - In: Finanzmarktstabilitätsbericht (2003), pp. 92-105
Persistent link: https://www.econbiz.de/10001919523