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Intergrating governance and risk-preference in banking insitutions

Ford, Guy; Sundmacher, Maike; Daly, Kevin James; … - Macquarie University; University of Western Sydney; … - 2005

credit rating, which is in turn determined by the probability of default. If actual capital held by the bank is allocated … capital charge based on the actual capital held by the bank ? in turn based on target credit rating ? is invariant to the … functions in context of actual (economic) capital held by the bank based on the bank's desired external credit rating and …

Persistent link: https://www.econbiz.de/10009482211

Basel II : a research agenda for banks

Ford, Guy; Sundmacher, Maike - Macquarie University; University of Western Sydney; … - 2004

also provides a range of options for determining the capital requirements for credit risk and operational risk to allow …

Persistent link: https://www.econbiz.de/10009482241

Monetary policy at work : security and credit application registers evidence

Peydró, José-Luis; Polo, Andrea; Sette, Enrico - In: Journal of financial economics 140 (2021) 3, pp. 789-814

Persistent link: https://www.econbiz.de/10013259596

Regulatory capital, market capital and risk taking in international bank lending

Avdjiev, Stefan; Serena, José María - 2020

Persistent link: https://www.econbiz.de/10012483282

Time to go beyond RWA variability for IRB banks: an empirical analysis

Cannata, Francesco; Casellina, Simone; Chionsini, Gaetano - 2020

Fifteen years after the introduction of the Basel II Accord, which thoroughly revised the capital framework for banks, internal models are a full part of the supervisory toolkit and the risk management framework of financial institutions. The debate around models has gone through different...

Persistent link: https://www.econbiz.de/10012297474

Risk mitigating versus risk shifting : evidence from banks security trading in crises

Peydró, José-Luis; Polo, Andrea; Sette, Enrico - 2020

Persistent link: https://www.econbiz.de/10012435335

Risk mitigating versus risk shifting : evidence from banks security trading in crises

Peydró, José-Luis; Polo, Andrea; Sette, Enrico - 2020

Persistent link: https://www.econbiz.de/10012317170

Financial Market Regulation in Germany - Capital Requirements of Financial Institutions

Detzer, Daniel - Financialisation, Economy, Society & Sustainable … - 2014

This paper examines capital adequacy regulation in Germany. After a general overview of financial regulation in Germany, the paper focuses on the most important development in the area of capital adequacy regulation from the 1930s up to the financial crisis. Two main trends are identified: a...

Persistent link: https://www.econbiz.de/10010883288

Financial market regulation in Germany under the special focus of capital requirements of financial institutions

Detzer, Daniel - European Association for Banking and Financial History … - 2014

This paper examines capital adequacy regulation in Germany. After a short overview about financial regulation in Germany in general, the paper focuses on the most important development in the area of capital adequacy regulation from the 1930s up to the financial crisis. Two main trends are...

Persistent link: https://www.econbiz.de/10010957000

United Arab Emirates; Financial System Stability Assessment

International Monetary Fund (IMF); International … - 2007

This Financial System Stability Assessment on the United Arab Emirates (UAE) examines macroeconomic and financial sector developments. The banking sector as a whole shows comfortable levels of capitalization and profits, having benefited from the rapid expansion of the economy and a steady...

Persistent link: https://www.econbiz.de/10011244595