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concordance with the Basel guidelines as applied by a bank supervisor. The findings show that SRISK produced a more consistent …
Persistent link: https://www.econbiz.de/10012622472
.6$$percentage points for key regulatory capital ratios in the most adverse scenario while only addressing 36% of the bank's total …
Persistent link: https://www.econbiz.de/10014551027
The Fintech Action Plan (see now also Digital Finance Strategy) and the Sustainable Finance Strategy both represent important pillars of the current EU policy agenda. Nonetheless, the two areas have been treated as separate for a long time, while they present certain common features and great...
Persistent link: https://www.econbiz.de/10012436927
Using supervisory data for US banks, we evaluate the alignment of Basel II/III AIRB (Advanced Internal Ratings Based) risk estimates with portfolio risk. We use loan performance as a direct measure of portfolio risk as well as less direct market-based measures. Our results document that loan...
Persistent link: https://www.econbiz.de/10013064709
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 …
Persistent link: https://www.econbiz.de/10012829799
The Basel capital adequacy ratios lost credibility with financial markets during the crisis. This paper argues that failure was the result of the reliance of the Basel standards on overstated asset values in reported equity capital. The United States' stress tests were able to assist in...
Persistent link: https://www.econbiz.de/10010209147
Code. Based on 113 bank reports, a multiple regression analysis of 1410 codings of the keyword "digital" is carried out … sustainable bank reporting with regard to digitalization. It also shows that issues are not adequately addressed and covered in …
Persistent link: https://www.econbiz.de/10012238843
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 …
Persistent link: https://www.econbiz.de/10010188012
Financial inclusion, for which the keystone is access to a bank account, is crucial to overcome the socioeconomic …
Persistent link: https://www.econbiz.de/10014636635
We study the dependence between the downside risk of European banks and insurers. Since the downside risk of banks and insurers differs, an interesting question from a supervisory point of view is the risk reduction that derives from diversification within large banks and financial...
Persistent link: https://www.econbiz.de/10011346454