The new Basel II regulation contains a number of new regulatory features. Most importantly, internal ratings will be … banks using a non-parametric Monte Carlo re-sampling method following Carey [1998]. Our results are based on a panel data … set containing both loan and internal rating data from the banks’ complete business loan portfolios over the period 1997 …

Counterpart risk rating is at the heart of the banking business. In the new Basel II regulation, internal ratings have … been given a central role. Although much research has been done on external ratings, much less is known about banks … the complete business loan portfolios of two Swedish banks and a credit bureau over the period 1997-2000. We study rating …

options to address this ‘doom loop’ in which the government may need to raise debt to recapitalise banks, and an increase in … bias in banks sovereign bond holdings by reducing excessive exposure to domestic sovereigns has only limited benefit in …

options to address this 'doom loop' in which the government may need to raise debt to recapitalise banks, and an increase in … bias in banks sovereign bond holdings by reducing excessive exposure to domestic sovereigns has only limited benefit in …

, and the interaction with banks’ risk management, supervisory tools and statistical requirements. It also examines how the … application of fair value accounting to banks’ trading book has impacted their share price volatility. It is concluded that the …

Following the adoption by the Basel Committee of new capital rules for banks, a process is now taking place in the EU …

banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity …. Using a dataset that contains information on critical events of German banks, we find that financing loans using fewer … customer deposits would have been associated with a higher probability of financial distress for savings banks and credit …

banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity …. Using a dataset that contains information on critical events of German banks, we find that financing loans using fewer … customer deposits would have been associated with a higher probability of financial distress for savings banks and credit …

This paper studies the extent to which monetary policy may affect banks' perception of credit risk and the way banks … indicators on banks' risk weights for credit risk. We present robust evidence of the existence of the risk-taking channel in the … possible side-effects of monetary policy on how banks measure risk. …