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Financial soundness and development : a multi-country analysis using panel data

Akhter, Md. Selim - University of Western Sydney; College of Business; … - 2008

A large body of the literature argues that the soundness of financial system is largely determined by the economic and institutional environment in which the financial system works. Drawing on this theoretical underpinning, research in this thesis models financial soundness indicators (FSIs)...

Persistent link: https://www.econbiz.de/10009482161

Intergrating governance and risk-preference in banking insitutions

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

All banks must hold capital equal to the minimum regulatory requirement. However, in many cases the level of regulatory capital diverges from the actual (economic) capital held by banks. A bank's actual capital is typically linked to a target credit rating, which is in turn determined by the...

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

When statistics fail : extreme events in financial institutions

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

Extreme value theory (EVT) is regularly put forward by academics, practitioners and banking regulators as a methodology for measuring the likelihood of operational risk losses that have a very low probability of occurrence, but which have the potential for catastrophic outcomes in terms of...

Persistent link: https://www.econbiz.de/10009482233

Leading indicators for operational risk : case studies in financial services

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

the Bank for International Settlements. With this in mind, we examine how various non-financial measures may have been …

Persistent link: https://www.econbiz.de/10009482235

The impact of economic capital on the optimal funding equation for a bank

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

This paper develops a framework for examining the impact of changes in the solvency standard of a bank (target credit rating) on the pricing of bank assets. We show that the decision of a bank to increase its solvency standard increases the price of bank assets to the extent that a bank prices...

Persistent link: https://www.econbiz.de/10009482237

Customer tradeoffs between key determinants of SME banking loyalty

Lam, Regan; Burton, Suzan; Lo, Hing-Po - 2009

The purpose of this study is to demonstrate a method for estimating the tradeoffs that banking customers make between different attributes of a service, thus allowing businesses to estimate the likely impact on customer loyalty of changes in different attributes of a service. The data were...

Persistent link: https://www.econbiz.de/10009482267

Interjurisdictional allocation of multinational banking income : aligning taxation principles with economic activity

Sadiq, Kerrie. - 2003

challenges to the international tax regime in terms of its current profit allocation rules. Multinational banks are a unique … subset of multinational entities, and as a consequence of their unique traits, the traditional international tax regime foes … which the traditional international tax regime fails to reflect economic activity. The first way that economic activity may …

Persistent link: https://www.econbiz.de/10009483732

Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings

Evanoff, Douglas D.; Wall, Larry D. - 2001

Recently there have been a number of recommendations to increase the role of subordinated debt (SND) in satisfying bank capital requirements as a preferred means to discipline the risk-taking behavior of systemically important banks. One such proposal recommended using SND yield spreads as the...

Persistent link: https://www.econbiz.de/10010397404

Empirical studies of financial innovation: lots of talk, little action?

Frame, W. Scott; White, Lawrence J. - 2002

This paper reviews the extant empirical studies of financial innovation. Adopting broad criteria, the authors found just two dozen studies, over half of which (fourteen) had been conducted since 2000. Since some financial innovations are examined by more than one study, only fourteen distinct...

Persistent link: https://www.econbiz.de/10010397405

Financial crises in emerging markets: a canonical model

Chang, Roberto; Velasco, Andres - 1998

international illiquidity of the domestic financial system is at the center of the problem. Illiquid banks are a necessary and a …

Persistent link: https://www.econbiz.de/10010397417