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ratio on commercial bank risk-taking over the period from 2002 to 2019 using a two-step GMM method. The finding reveals that …
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Over the last years, the capital regulation of banks under the Basel framework has undergone a fundamental review. In parallel to the implementation of Basel III, a non-risk-sensitive leverage ratio and new liquidity standards are introduced. I study the combined impact of the new regime on the...
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regulatory risks and the risk capital required to fully cover bank's total risk (economic capital). Therefore, the Basel …, assessed using quantitative methods. We propose a simulation model of the bank’s economic capital where the total risk is … capital model makes it possible to assess the distribution of the bank’s total risk at different management levels (products …
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the LRR is no longer the binding capital constraint on them. If the LRR is lower than the average bank's IRB requirement …
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