granularity affects capital levels. We achieve this by following two simulation approaches, including a dynamic setup as a more … lead to significant changes in the competitive environment should banks consider adding a granularity adjustment to the …The lack of portfolio granularity in terms of exposure has been shown to have important implications for the amount of …

This paper reviews the cost-benefit analysis, or “regulatory impact analysis” (RIA), in US bank regulators’ risk …-based capital (RBC) rule proposals. We review the principles of cost-benefit analysis and its application by US bank regulators. We …

This paper reviews the cost-benefit analysis, or 'regulatory impact analysis' (RIA), in US bank regulators' risk …-based capital (RBC) rule proposals. We review the principles of cost-benefit analysis and its application by US bank regulators. We …

The determinants of default risk of banks in emerging economies have so far received inadequate attention in the … the economy. Public sector banks have shown significant performance in containing bad debts. Private banks have continued … to be stable in containing bad debts, as they have better risk management procedures and technology, which definitely …

The determinants of default risk of banks in emerging economies have so far received inadequate attention in the … the economy. Public sector banks have shown significant performance in containing bad debts. Private banks have continued … to be stable in containing bad debts, as they have better risk management procedures and technology, which definitely …

The determinants of default risk of banks in emerging economies have so far received inadequate attention in the … the economy. Public sector banks have shown significant performance in containing bad debts. Private banks have continued … to be stable in containing bad debts, as they have better risk management procedures and technology, which definitely …

September 2008, in order to support banks and other financial institutions. We first provide an overview of the programmes … programmes on banks� risk and valuation, looking at the behaviour of CDS premia and stock prices. We then proceed to analyse … the issuance of government guaranteed bonds by banks, examining their impact on banks� funding and highlighting …

Determinants of default risk of banks in emerging economies have so far received inadequate attention in the literature … capital adequacy and investment activity significantly affect the profitability of commercial banks apart from other accepted … banks have shown significant performance in containing bad debts private banks have continued to be stable in containing the …

What is the effect of financial crises and their resolution on banks' choice of liquidity? When banks have relative … bank failures. The gains from acquiring assets at fire-sale prices make it attractive for banks to hold liquid assets. The … ex post, they affect bank liquidity in subtle ways: Liquidity support to failed banks or unconditional support to …

structured finance during the years leading up to the Great Recession. Specifically, SPEs conferred bankruptcy remote, liquidity …, leverage and interest rate risk benefits on their sponsors, resulting in the growth of securitization and the asset …-leveraging and risk-retention problems that flowed through the securitization pipeline and shadow banking system. This article first …