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 … of risk management and capital adequacy, Basel Committee on Banking Supervision (BCBS) published several guidelines …

This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the … behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show … that bank capital has a positive influence on total risk. However, risk-based capital and capital buffer have a negative …

This paper addresses the trade-off between additional loss-absorbing capacity and potentially higher bank risk … increase their risk-taking. This increase in risk-taking however, should be more than outweighed by the benefits of higher …

We depart from the fact that in Europe, unlike the leverage ratio, risk-based capital ratios are formally under capital … influence seems comparatively more relevant for the non risk-based (or leverage) capital ratio highlighting its high persistent … the risk-adjusted capital ratios compare to the simple leverage ratio. Our results are thus broadly supportive of recent …

We examine the effects of the recently introduced regulatory leverage ratio, which aims to backstop existing risk … increase their risk-weighted assets. Having less regulatory leeway, banks applying the standardized approach are more inclined … unweighted leverage restriction does not necessarily alleviate the benefits from minimizing risk-weighted assets …

induction when their payoffs could be positive or negative. Moreover, the model can naturally capture wrong or right way risk …

This paper analyses operational risk events from the ORIC database for Australian banks using a technique borrowed from … biological evolutionary analysis. The technique groups risk events by their characteristics to indicate a hierarchical structure … multiple risk events. Analysis of the hierarchical structure then indicates the characteristics where greater management effort …

Operational risk announcements are unexpected adverse media news that potentially harm the reputation of financial … risk announcements and shows how such reputational effects are moderated by alternative sources of public information. Our … when there is lack of certain, quantifiable and regulated public information about the operational risk event …

illicit goods. But Bitcoin’s ability to grease the wheels of crime is not the only risk we should worry about. Rather, due to … its status as decentralized, open-source software, Bitcoin poses a risk that money has not historically been subject to … – the risk that the money will just stop working one day due to a technology or basic governance problem. Illuminating the …

Operational risk events have severely impacted the development of third-party payment (TPP) platforms, and have even … led to a discussion on the operational risk capital charge settlement by relevant international regulators. However, prior … studies have mostly focused on qualitative mechanism analysis, and have rarely examined quantitative risk assessment based on …