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Conlon, Thomas; Huan, Xing; Ongena, Steven - 2020

In a setting where private information goes public for the first time, we study the real effects of the Basel II Accord requiring banks to calculate operational risk capital, and disclose qualitative and quantitative information. Using a difference-in-differences setup featuring partial US...

Persistent link: https://www.econbiz.de/10012418359

Handbook of Islamic banking

Hassan, M. Kabir (contributor); Lewis, Mervyn K. (contributor) - 2007

The handbook of Islamic banking comprises 25 studies by leading international experts on Islamic banking and finance specially commissioned to analyse the various debates and the current state of play in the field. This comprehensive handbook provides a succinct analysis of the workings of...

Persistent link: https://www.econbiz.de/10011850684

Organisation of compliance across financial institutions

Prorokowski, Lukasz; Prorokowski, Hubert - In: The journal of investment compliance 15 (2014) 1, pp. 65-76

Persistent link: https://www.econbiz.de/10010366722

The handbook of Islamic banking

Hassan, M. Kabir (ed.); Lewis, Mervyn (ed.) - 2007

Persistent link: https://www.econbiz.de/10003290604

Risk diversification by European financial conglomerates

Slijkerman, Jan Frederik; Schoenmaker, Dirk; Vries, … - 2005

We study the dependence between the downside risk of European banks and insurers. Since the downside risk of banks and insurers differs, an interesting question from a supervisory point of view is the risk reduction that derives from diversification within large banks and financial...

Persistent link: https://www.econbiz.de/10011346454

Benchmarking operational risk stress testing models

Curti, Filippo; Migueis, Marco; Stewart, Robert T. - 2018

The Federal Reserve's Comprehensive Capital Analysis and Review (CCAR) requires large bank holding companies (BHCs) to … median bank range from the 90th percentile to above the 99th percentile of the operational loss distribution …

Persistent link: https://www.econbiz.de/10012181176

The impact of regulatory stress testing on bank's equity and CDS performance

Ahnert, Lukas; Vogt, Pascal; Vonhoff, Volker; Weigert, … - 2018 - This version: May, 2018

This paper investigates the impact of stress testing results on bank's equity and CDS performance using a large sample …

Persistent link: https://www.econbiz.de/10011906487

The use of a value at risk measure for the analysis of bank interest margins

Gemzik-Salwach, Agata - In: E-Finanse : finansowy kwartalnik internetowy 8 (2012) 4, pp. 15-29

The article describes the use of a Value at Risk measure to analyze the effectiveness of a bank. Among various existing … possibilities of using this measure, the use of a new method has been proposed, namely, correcting various indicators of bank … of risk-adjusted bank interest margins were calculated, which provided a way to set the minimum levels that can be …

Persistent link: https://www.econbiz.de/10010188012

Interest and Credit Risk Management in German Banks : Evidence From a Quantitative Survey

Drager, Vanessa - 2020

Using unique data of a survey among small and medium-sized German banks, we analyze various aspects of risk management over a short-term and medium-term horizon. We especially analyze the effect of a 200-bp increase in the interest level. We find that, in the first year, the impairments of...

Persistent link: https://www.econbiz.de/10012841281

Measure and Manage Risks in Banking Sector

Hiranto, Pattaraporn - 2018

The bank is a safe place to deposit money. How do you know that it safe? In this paper will examine the major type of … bank risk like credit risk and market risk, tools that use to measure the risk also including how to manage it. Every bank …

Persistent link: https://www.econbiz.de/10012929274

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