how we may use A-IRB models in the estimation of expected credit losses for IFRS 9 purposes. We highlight the necessary …. Moreover, in discussing the issues related to the estimation of the expected credit loss for IFRS 9, we highlight the …

quantitative models in a new perspective. This knowledge may prove valuable for regulators who aim to understand bank behaviour and …

This paper adopts a dynamic contracting framework to study the design of prudential regulation of a bank engaging in … excessive risk-taking. The bank's manager can enhance short term profits by either exerting effort or taking on excessive risk …, which increases the bank's exposure to tail risk. Without capital requirements, shareholders induce the manager to undertake …

consideration by the Basel accord to reduce the high level of bank risk …

to analyze the interaction between regulatory requirements and bank solvency, liquidity, profitability, and … interconnectedness. The model features endogenous bank networks arising through interbank loans, and dynamic bank balance sheet … lead to a larger number of bank failures when capital ratio requirements are low vis-à-vis the credit risk underlying banks …

Risk management is essential part of health of Islamic Bank (IB) and the health of entire financial market. One … important tools in risk management to avoid the failure of a bank is the capital held by the bank. Understanding the importance …