Narrow search
Showing 1 - 10 of 4,247
Cover Image
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
Cover Image
Strategic selection of risk models and bank capital regulation
Colliard, Jean-Edouard - 2017
arbitrage. I develop a framework to study bank regulation with strategic selection of risk models. A bank supervisor can …
Persistent link: https://www.econbiz.de/10011958937
Cover Image
Ex ante, ex post risk and bank capital ratios : an empirical investigation
Abbas, Faisal; Bashir, Adnan - In: Journal of economic and administrative sciences 39 (2023) 4, pp. 892-914
Persistent link: https://www.econbiz.de/10014502174
Cover Image
Economic capital structure and banking financial risks aggregation
Pomorina, Marina - In: Risk assessment and financial regulation in emerging …, (pp. 251-273). 2021
regulatory risks and the risk capital required to fully cover bank's total risk (economic capital). Therefore, the Basel …, assessed using quantitative methods. We propose a simulation model of the bank’s economic capital where the total risk is … capital model makes it possible to assess the distribution of the bank’s total risk at different management levels (products …
Persistent link: https://www.econbiz.de/10012591753
Cover Image
Strategic selection of risk models and bank capital regulation
Colliard, Jean-Edouard - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2591-2606
Persistent link: https://www.econbiz.de/10012039818
Cover Image
Leverage Ratio
Hartmann-Wendels, Thomas - In: Basel III, Risikomanagement und neue Bankenaufsicht, (pp. 385-410). 2015
Persistent link: https://www.econbiz.de/10011387497
Cover Image
Capital structure and financial risks in non-conventional banking system
Rajhi, Wassim; Hassairi, Slim Ahmed - In: International journal of economics and finance 4 (2012) 4, pp. 252-265
Persistent link: https://www.econbiz.de/10009616448
Cover Image
Credit Risk Measurement, Leverage Ratios and Basel III : Paper Presentation at the Third International Conference on Credit Analysis and Risk Management August 2014
Ojo D Delaney PhD, Marianne - 2015
This paper is aimed at providing an analysis of the recent updates which have taken place in respect of the Basel III Leverage Ratio and the Basel III Supplementary Leverage Ratio – both in relation to recent amendments introduced by the Basel Committee and proposals introduced in the United...
Persistent link: https://www.econbiz.de/10013032796
Cover Image
Complexity, interconnectedness : business models and the Basel system
Blundell-Wignall, Adrian; Atkinson, Paul E.; Roulet, … - In: Central banking at a crossroads : Europe and beyond, (pp. 51-74). 2014
Persistent link: https://www.econbiz.de/10010489881
Cover Image
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