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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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Quantifying uncertainty - through modelling operational risk
Thomson, Stuart - In: Managing business risk : a practical guide to …, (pp. 132-140). 2005
Persistent link: https://www.econbiz.de/10002612334
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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
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The Risk Spiral : The Effects of Bank Capital and Diversification on Risk Taking
Peleg Lazar, Sharon - 2019
We present a model where bank assets are a portfolio of risky debt claims and analyze stockholders' risk …-taking behavior while considering the strategic interaction between debtors and creditors. We find that: (1) as the leverage of a bank … demonstrates that an increase in comovement of a loan portfolio increases the bank's cost of default directly, we find that the …
Persistent link: https://www.econbiz.de/10012902255
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Basel Ii : A Contracting Perspective
Kane, Edward J. - 2010
Financial safety nets are incomplete social contracts that assign responsibility to various economic sectors for preventing, detecting, and paying for potentially crippling losses at financial institutions. This paper uses the theories of incomplete contracts and sequential bargaining to...
Persistent link: https://www.econbiz.de/10012760523
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Risk committee complexity and liquidity risk in the European banking industry
Galletta, Simona; Mazzù, Sebastiano; Scannella, Enzo - In: Journal of economic behavior & organization : JEBO 192 (2021), pp. 691-703
Persistent link: https://www.econbiz.de/10013188643
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Basel II : A Contracting Perspective
Kane, Edward J. - 2006
Financial safety nets are incomplete social contracts that assign responsibility to various economic sectors for preventing, detecting, and paying for potentially crippling losses at financial institutions. This paper uses the theories of incomplete contracts and sequential bargaining to...
Persistent link: https://www.econbiz.de/10012465955
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The impact of the Basel III liquidity ratios on banks : evidence from a simulation study
Grundke, Peter; Kühn, André - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 167-190
Persistent link: https://www.econbiz.de/10012416452