commercial banks in Slovakia. First part analyses the Slovak banking sector in terms of capital adequacy and capital requirement … risk and selected variables, to find out what are the key factors affecting operating losses in commercial banks. …

This paper contains a critique of solvency regulation such as imposed on banks by Basel I and II. Banks investment … cost of refinancing but ties costly capital. Sequential decision making by banks is tracked over three periods. In period 1 …

Russian banks we have found that: 1) there is a quadratic interaction between bank's capital adequacy ratio and its default … regulatory authorities as well as for commercial banks in risk management. …

by the banks. It is shown that if the supervisors have a limited ability to identify or to sanction dishonest banks, an … helps to offset the banks' potential capital savings of understating their risks by (i) reducing banks' put option value of … limited ex ante, and by (ii) increasing the banks' net worth, which in turn enhances the supervisors' ability to sanction …

This paper investigates the incentives for banks to bias their internally generated risk estimates. We are able to … by low-capital banks to improve regulatory ratios. At the portfolio level, the difference in borrower probability of … credits. In addition, we find that low-capital banks’ risk estimates have less explanatory power than those of high …

widely held that Basel II does, in fact, impact on loan pricing. A survey among Austrian banks on loan pricing strategies … risk-adequate pricing. While it is impossible to predict at this point whether banks will eventually successfully implement … this strategy, given the competitive environment, it seems that they are in fact resolved to do. Banks’loan pricing and …

banks’ headline capital ratios underestimate their capital strength. A comparison with Canadian, UK and Australian banks … banks could withstand sizable stand-alone shocks to their exposure to either residential mortgages (calibrated on the Irish … merits of higher minimum capital requirements for systemically important domestic banks could be considered, together with …

This paper examines the relationship between the regulatory and supervision framework and the productivity of banks in … a positive impact on productivity. Restrictions on banks’ activities relating to their involvement in securities …