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The Dodd-Frank act, systemic risk and capital requirements
Acharya, Viral V.; Richardson, Matthew - In: Future of banking, (pp. 41-48). 2011
Persistent link: https://www.econbiz.de/10009522522
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Modeling credit risk for SMEs : evidence from the US market
Altman, Edward I.; Sabato, Gabriele - In: Managing and measuring risk : emerging global standards …, (pp. 251-279). 2012
Persistent link: https://www.econbiz.de/10009742619
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Analysis of capital requirements in life insurance sector under Solvency II regime : evidence from Poland
Jaśkiewicz, Dorota - In: Life insurance in Europe : risk analysis and market …, (pp. 87-99). 2020
The main aim of this chapter is to examine the first years of the implementation of Solvency II capital requirements driven by the standard formula. The analysis covers the Polish life insurance market. Since the introduction of Solvency II in Poland, the insurance market has been challenged to...
Persistent link: https://www.econbiz.de/10012310603
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A new linear programming formulation for the capital rationing problem
Baccarin, S. - In: New operational approaches for financial modelling, (pp. 233-244). 1997
Persistent link: https://www.econbiz.de/10001299220
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Risikoadäquate Kapitalallokation im Versicherungskonzern
Schradin, Heinrich R. - In: Wandel im Finanzdienstleistungssektor, (pp. 101-110). 2000
Persistent link: https://www.econbiz.de/10001536467
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The underground economy and the financial market : a two-sided relationship
Capasso, Salvatore; Ciucci, Salvatore - In: Classical economics, Keynes and money : essays in …, (pp. 197-213). 2023
Persistent link: https://www.econbiz.de/10014315889
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Do capital buffers add to bank risk-taking in South-Eastern Europe? : a look at the pre-Basel III period
Novokmet, Ana Kundid - In: The changing financial landscape : financial …, (pp. 141-169). 2021
risk-taking implications of changes in capital buffers. Its findings support the capital buffer theory. Firstly, banks …
Persistent link: https://www.econbiz.de/10012805656
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Financial stability and bank supervision in the Twenty-First Century
Abbaszadeh, Babak - In: 50 years of central banking in Kenya : regional and …, (pp. 86-91). 2021
Persistent link: https://www.econbiz.de/10012806408
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Loss given default estimations in emerging capital markets
Pomazanov, Mikhail - In: Risk assessment and financial regulation in emerging …, (pp. 145-175). 2021
This paper proposes an approach to decompose the RR/LGD model development process with two stages, specifically, for the RR/LGD rating model, and to calibrate the model using a linear form that minimizes residual risk. The residual risk in the recovery of defaulted debts is determined by the...
Persistent link: https://www.econbiz.de/10012591699
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The emerging framework of bank regulation and capital control
Alworth, Julian - In: The emerging framework of financial regulation, (pp. 43-91). 1998
Persistent link: https://www.econbiz.de/10001300846