solved by standard software. Incorporating uncertainty on future defaults, risk weights and withdrawals and formulating the …

governed by risk-weights categories determined by the Basel regulation. We show that changes to risk-weight categories which … these dynamics are governed by a formula linking the two ratios together which derives from the sensitivity of the risk …-based capital ratio to a change in its risk-weight(s). One implication of our work regarding the Basel III regulation consists in …

risk-based capital requirements under deposit insurance. In my basic model, I adopt one factor option pricing model and … function of both asset-to-debt ratio and interest rate. Through the stochastic term structure, interest rate risk is also …, banks tend to take lower risk instead of high risk no matter there are capital requirements or not, if they are solvent …

the area of credit risk. The calculation of risk-weighted assets, and thus of regulatory capital, will henceforth be based …

analyzes the determinants of non-interest income and its impact on financial performance and the risk profile of German banks … between 1995 and 2007. We find empirical evidence that for all German universal banks risk-adjusted returns on equity and … strong engagement in fee-generating activities goes along with higher risk. In order to analyze possible cross …

This study investigated the impact of banking management on credit risk using a sample of Indian commercial banks. The … study employed dynamic panel estimations to evaluate the link between banking management variables and credit risk. The … findings suggest that high capital requirements and large bank size do not reduce default risk, whereas high profitability and …