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Liability risk management of Central European banks under new regulatory requirements
Džmuráňová, Hana; Hejdová, Martina; Teplý, Petr - In: The impact of globalization on international finance …, (pp. 107-116). 2018
This paper describes liability risk management of Central European banks located in the Czech Republic, Slovakia, Poland, Austria and Hungary. We find that liabilities of the analysed banks have similar features and report similar exposure to both liquidity and interest rate risks. Additionally,...
Persistent link: https://www.econbiz.de/10012233800
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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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The measurement of operational risk capital costs with an advanced measurement approach through the loss distribution approach (a case study in one of the Indonesia's state-owned b...
Hartini, Rina; Hartoyo, S.; Sasongko, H. - In: Competition and cooperation in economics and business : …, (pp. 167-177). 2018
Persistent link: https://www.econbiz.de/10011949721
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Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - In: Journal of monetary economics 65 (2014), pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
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Different approaches to regulatory capital calculation for operational risk
Dziwok, Ewa - In: Contemporary Trends and Challenges in Finance : …, (pp. 135-143). 2018
Persistent link: https://www.econbiz.de/10013369198
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Basel III : rethinking liquidity and leverage
Tamás, Isépy - In: Economic research (2013), pp. 415-432
Persistent link: https://www.econbiz.de/10011526604
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Valuing financial assets with liquidity discount : an implication to Basel III
Chen, Ren-Raw; Filonuk, William; Patro, Dilip Kumar; Yan, An - In: Proceedings of the Second International Conference on …, (pp. 37-46). 2014
Persistent link: https://www.econbiz.de/10011388044
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The capital impact on large European banks lessons from the Basel III monitoring
Düllmann, Klaus - In: Proceedings of the Second International Conference on …, (pp. 52-63). 2014
Persistent link: https://www.econbiz.de/10011388053
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Do Basel III capital and liquidity ratios predict bank distress? : evidence from Europe
Cizel, Janko; Altman, Edward I.; Campolongo, Francesca; … - In: Proceedings of the Second International Conference on …, (pp. 47-51). 2014
Persistent link: https://www.econbiz.de/10011388080
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Measuring systemic risk in dual banking system : the case of Malaysia
Manap, Turkhan Ali Abdul - In: Islamic finance, risk-sharing and macroeconomic stability, (pp. 151-170). 2019
Persistent link: https://www.econbiz.de/10012098473