The broad economic damage of the COVID-19 pandemic poses the first major test of the bank regulatory reforms put in …

multilateral organizations (IMF, World Bank, IIF, OECD, etc.) have grossly failed to strengthen the global financial system by …

to bank internal rating data, under different economic scenarios and investigates the implications of credit risk quality …

We present a model where bank assets are a portfolio of risky debt claims and analyze stockholders' risk …-taking behavior while considering the strategic interaction between debtors and creditors. We find that: (1) as the leverage of a bank … demonstrates that an increase in comovement of a loan portfolio increases the bank's cost of default directly, we find that the …

regulatory risks and the risk capital required to fully cover bank's total risk (economic capital). Therefore, the Basel …, assessed using quantitative methods. We propose a simulation model of the bank’s economic capital where the total risk is … capital model makes it possible to assess the distribution of the bank’s total risk at different management levels (products …