The latest financial crisis has exposed substantial weaknesses in the bank risk models used by national regulators as well as the Basel Accords. The study is aimed at presenting the evolution and critique of risk measures and risk models in banking, with a special focus on the dynamically...

While many studies analysed the impact of capital regulations on lending, not much attention has been devoted to the role of other regulatory aspects in shaping credit expansion. The present study endeavours to fill this void by analysing the relation between a broad array of banking regulations...

The latest financial crisis has exposed substantial weaknesses in the bank risk models used by national regulators as well as the Basel Accords. The study is aimed at presenting the evolution and critique of risk measures and risk models in banking, with a special focus on the dynamically...