This paper examines the impact of five distinct Basel 3 announcements had on systematic risk levels of 122 internationally active banks in 37 countries over the sample period 2007-2013 using an extension of the Wagster (1996) market model. We extend the prior literature with methodology that...

Drawing on the financial data 0f 21 banks for the period 2004-2011, the current study investigates the role of credit risk in the growth of the banking system. A conceptual model has been developed based on the seven antecedents of credit risk which include credit risk exposure, a loan to equity...

The present study examines the role of credit risk in value creation process in banking system of Pakistan. This study here develops a conceptual model with three antecedents to credit risk. These antecedents are loan loss provision, advances, and capital adequacy ratio. The study analyzes the...

It has been shown in the empirical literature that operational losses of financial firms can cause severe reputational losses, which, however, are typically not taken into account when modeling and assessing operational risk. The aim of this paper is to fill this gap by assessing the...