The article describes the use of a Value at Risk measure to analyze the effectiveness of a bank. Among various existing … possibilities of using this measure, the use of a new method has been proposed, namely, correcting various indicators of bank … of risk-adjusted bank interest margins were calculated, which provided a way to set the minimum levels that can be …

reduce significant idiosyncratic operational losses. A systemic risk event that leads to significant losses in a bank holding …

1 Outline -- 2 Bank Management and Steering -- 3 Banks in their Regulatory and Economic Environment -- 4 Risk Modeling …Strategic planning, including the required quantitative methods, is an essential part of bank management and control … useful resource for established and future professionals in bank management, risk/return management, controlling and …

-based capital adequacy regulation and bank risk management of Vietnamese commercial banks. Our research aims to assess how … Vietnamese commercial banks manage their capital ratio and bank risk under the latest Basel Accord capital adequacy ratio … squares regression (3SLS) to analyze the endogenous relationship between risk-based capital adequacy standards and bank risk …