Strategic risk, banks, and Basel III: estimating economic capital requirements [PDF]
The Journal of Risk Finance, 2017 PurposeBasel III regulations require banks to protect themselves against strategic risk. This paper aims to provide a comprehensive and measurable definition of this risk and proposes a framework to estimate economic capital requirements.Design/methodology/approachThe paper studies the literature and solicits expert opinion in formulating a ...
Chockalingam, Arun +2 more
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Analysis of preparation process for Basel II implementation in Czech banks
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2005 In June 2004 the Basel Committee on Banking Supervision published the new capital adequacy framework commonly known as Basel II. Basel II contains international capital standards for banking organizations and will replace the relatively risk-invariant ...
Miroslava Mastná
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Country Risk and Financial Stability: A Focus on Commercial Banks in Africa
Risks, 2023 This paper employs dynamic panel models to investigate the impact of country risk on the financial stability of banks in Africa. Using country risk and bank specific data for 10 African countries over the period of 2000 and 2021, the results reveal that ...
Damilola Oyetade +1 more
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BASEL I, II, III: THE DEVELOPMENT OF APPROACHES FOR STRENGTHENING OF PRUDENTIAL FRAMEWORK
Вісник Київського національного університету імені Тараса Шевченка. Серія Економіка, 2015 The article is devoted to the analysis of the enhancement to the Basel III framework in the Ukrainian banking sector. The package of reforms offered by the Basel Committee on Banking Supervision is investigated. The author has defined the difficulties to
S. Naumenkovа
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Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs [PDF]
Journal of Financial Services Research, 2005 Using data from three countries (US, Italy and Australia) and surveying related studies from several other countries in Europe, we investigate the effects of the New Basel Capital Accord on bank capital requirements for small and medium sized enterprises (SMEs).
Edward I. Altman, Gabriele Sabato
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A SECURITIZED POOL OF OPERATING LEASE ASSETS AND ITS RESIDUAL VALUE RISK EVALUATION
Финансы: теория и практика, 2017 Leasing has proved itself as a powerful and effective area for the investment development of individual enterprises and industries. The competition in the market of lease services encourages leasing companies to expand the lease product range and seek ...
E. A. Petrova
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Analysis of the Effects of Liquidity and Capital Requirements on the Financial Stability of Iranian banks (According to the rules of Basel III) [PDF]
راهبرد مدیریت مالیThe need to apply the requirements of the Basel III agreement in order to improve the performance of the banking system in the country and reduce the effects of the risks facing this sector, prompted this study to investigate the level of implementation ...
samaneh naghizadeh hanjani +3 more
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Implementing Basel III through the Capital Requirements Directive (CRD) IV: Leverage Ratios and Capital Adequacy Requirements [PDF]
Journal of Business Law and Ethics, 2015 The Capital Requirements Directive (CRD) IV, which constitutes the Capital Requirements Regulation (CRR), as well as the Capital Requirements Directive (CRD), is aimed at implementing Basel III in the European Union. Consequently, this CRD package, replaces Directives 2006/48 and 2006/49 with a Regulation and a Directive.
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MARKET REACTION TO THE IMPLEMENTATION OF BASEL CAPITAL IN SOUTH AFRICAN BANKS: EVENT STUDY APPROACH
The International Journal of Banking and FinanceThis study investigated the stock market reaction and the effect of the implementation of Basel II and Basel III on the stock returns of South African banks.
Damilola Oyetade +1 more
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Journal of Economic and Financial Sciences, 2018 Orientation: Basel III makes provision for banks to assess their internal capital adequacy by means of risk-based approaches, stress tests and a leverage ratio.
Ronald H. Mynhardt, Johan Marx
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