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Has the Basel II accord encouraged risk management during the 2008 - 09 financial crisis?

McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - 2009

The Basel II Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily … aggressive risk management strategy, and evaluate the effects of the Basel II Accord on risk management. We also examine how risk … practices were monitored and encouraged by the Basel II Accord regulations during the financial crisis. …

Persistent link: https://www.econbiz.de/10011378354

Incentives for effective risk management

Daníelsson, Jón; Jorgensen, Bjorn N.; Vries, Casper G. de - 2001

Under the new Capital Accord, banks choose between two different types of risk management systems, the standard or the internal rating based approach. The paper considers how a bank's preference for a risk management system is affected by the presence of supervision by bank regulators. The model...

Persistent link: https://www.econbiz.de/10011318589

Governance indicators as determinants of operational risk

Moosa, Imad A. - In: International journal of disclosure and governance 12 (2015) 2, pp. 132-143

Persistent link: https://www.econbiz.de/10011327685

Has the Basel Accord improved risk management during the Global Financial Crisis?

McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2012 - Revised: October 2012

Persistent link: https://www.econbiz.de/10010360666

Has the Basel accord improved risk management during the global financial crisis?

McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2012

Persistent link: https://www.econbiz.de/10010360674

IRC and CRM : modelling framework for the "Basel 2.5" risk measures

Wilkens, Sascha; Brunac, Jean-Baptiste; Chorniy, Vladimir - In: European financial management : the journal of the … 19 (2013) 4, pp. 801-829

Persistent link: https://www.econbiz.de/10010237356

External risk measures and Basel accords

Kou, Steven; Peng, Xianhua; Heyde, Chris C. - In: Mathematics of operations research 38 (2013) 3, pp. 393-417

Persistent link: https://www.econbiz.de/10009787381

The Risk Map : a new tool for validating risk models

Colletaz, Gilbert; Hurlin, Christophe; Pérignon, Christophe - In: Journal of banking & finance 37 (2013) 10, pp. 3843-3854

Persistent link: https://www.econbiz.de/10010127439

Stress test design

Canabarro, Eduardo Antonio Duarte - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 52-61

Persistent link: https://www.econbiz.de/10010259565

Operational risk : challenges for banking industry

Knežević, Marija - In: Economic analysis : EA 46 (2013) 1/2, pp. 40-52

Persistent link: https://www.econbiz.de/10010342241