Results 141 to 150 of about 55,514 (192)

Capital requirements, institutional quality and credit crunch in the MENA region

, 2021
PurposeThe introduction of Basel capital adequacy standards (I, II and III) has provoked a large body of empirical and theoretical literature that aimed to detect the consequences of risk-based capital rules on bank lending behaviour and credit ...
A. Awdeh, Chawki EL-Moussawi
semanticscholar   +1 more source

Minimizing Basel III Capital Requirements with Unconditional Coverage Constraint

Intelligent Systems in Accounting, Finance and Management, 2015
SummaryThe new Basel III framework increases the banks’ market risk capital requirements. In this paper, we introduce a new risk management approach based on the unconditional coverage test to minimize the regulatory capital requirements. Portfolios optimized with our new minimum capital constraint successfully reduce the Basel III market risk capital ...
Kleinknecht, Manuel, Ng, Wing Lon
openaire   +2 more sources

Retail loans and Basel II: Using portfolio segmentation to reduce capital requirements

Journal of Risk Management in Financial Institutions, 2006
This paper presents an innovative approach for grouping retail loans into homogeneous risk pools, which adheres to the provisions of the revised Basel II framework. The authors interpret Basel II using an efficient classification tree algorithm (recursive partitioning) and test it on a real data set of approximately 413,000 German auto loans.
Daniel Kaltofen, Stephan Paul, Stefan Stein   +2 more
openaire   +1 more source

Provision, Capital Requirements and Basel II

2008
This concluding chapter discusses provision and capital requirements. These are two measures credit granting organizations need to calculate to comply with national and international banking regulations. Provision is an amount set aside to cover expected losses in the future; that is, losses which have not been incurred yet, but which are expected to ...
openaire   +1 more source

Regulatory Capital Requirement in Basel III

2016
Capital adequacy requirement plays a central role in modern regulatory frameworks for commercial banking worldwide. One of the key lessons from the financial crisis of 2007–2008 is the lack of high quality and quantity of capital base during the stressed time period.
openaire   +1 more source

Interpreting the internal ratings-based capital requirements in Basel II

Journal of Banking Regulation, 2005
This paper describes the theoretical and institutional background to the formula specified by the Bank for International Settlements Basel Committee on Banking's internal-ratings based (IRB) approach to Pillar 1 of Basel II: minimum capital requirements.
Hugh Thomas, Zhiqiang Wang
openaire   +1 more source

Banking on Basel : an alternative for capital requirements [PDF]

, 2006
Equity capital represents a bank’s net worth—the difference between its assets and liabilities. Put another way, it’s the value of assets financed by the bank’s owners, rather than depositors or other sources of funds. Capital serves as a buffer to absorb losses and prevent failures and figures prominently in the banking industry’s ability to lend.
Kory A. Killgo, Kenneth J. Robinson
openaire  

The cyclical effects of the Basel II capital requirements

Journal of Banking & Finance, 2007
Abstract Capital requirements play a key role in the supervision and regulation of banks. The Basel Committee on Banking Supervision is in the process of changing the current framework by introducing risk sensitive capital charges. Some fear that this will unduly increase the volatility of regulatory capital.
openaire   +1 more source

Has the Basel Capital Requirement Caused Credit Crunch in the Mena Region?

Middle East Development Journal, 2013
The 1988 Basel I Accord set the common requirements of bank capital to promote the soundness and stability of the international banking system. The agreement required banks to hold capital in proportion to their perceived credit risks, and this requirement may have caused a “credit crunch,” a significant reduction in the supply of credit.
SAMY BEN NACEUR, MAGDA KANDIL
openaire   +2 more sources

BANK CAPITAL REQUIREMENTS, BUSINESS CYCLE FLUCTUATIONS AND THE BASEL ACCORDS: A SYNTHESIS [PDF]

Journal of Economic Surveys, 2009
Abstract In order to survey the mechanisms through which the introduction of Basel II bank capital requirements is likely to accentuate the procyclical tendencies of banking, this paper brings together the theoretical literature on the bank capital channel of propagation of exogenous shocks and the literature on the regulatory framework of capital ...
openaire   +1 more source