Results 311 to 320 of about 5,534,118 (380)

Can Basel III Work When Basel II Didn’t?

2014
In the 1990s, banks’ capital requirements calculated as a ratio of risk-weighted-assets became the main tool of regulatory strategies designed to ensure banking system stability. This was largely an accidental development. The first Basel Agreement, signed in 1988, established that internationally active banks should maintain an 8% capital/risk ...
F. J. C. Carvalho
openaire   +2 more sources

Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?

Journal of international financial markets, institutions, and money, 2020
This paper investigates how lenders react to borrowers’ rating changes under heterogeneous conditions and different regulatory regimes. Our findings suggest that corporate downgrades that increase capital requirements for lending banks under the Basel II
I. Hasan, Suk-Joong Kim, Panagiotis N. Politsidis, Eliza Wu   +3 more
semanticscholar   +1 more source

Evolution of risk management from risk compliance to strategic risk management: From Basel I to Basel II, III and IFRS 9

Journal of Risk Management in Financial Institutions, 2018
Risk management, for example relative to its finance counterpart, is a much younger function. This paper examines its evolution across different eras: Basel I, Basel II, III and its follow-ups, and in post International Financial Reporting Standard 9 ...
Bogie Ozdemir
semanticscholar   +1 more source

Low RWA but high GNPA? Risk performance of some Indian banks under Basel II-SA

Journal of Risk Management in Financial Institutions, 2016
Indian banks have moved toward a more stringent regime of risk management with the implementation of Basel II guidelines under the standardised approach.
A. Roy
semanticscholar   +1 more source

CRD V/CRR II: A comprehensive synopsis of the first European step towards implementing Basel IV (Part I)

Journal of Risk Management in Financial Institutions, 2020
‘Basel III: Finalising post-crisis reforms’ — often referred to as ‘Basel IV’ by the banking industry — is the most extensive regulatory change package of all time.
Martin Neisen, Hermann Schulte-Mattler
semanticscholar   +1 more source

A New Methodology for Estimating Internal Credit Risk and Bankruptcy Prediction under Basel II Regime

, 2015
Credit risk estimation and bankruptcy prediction methods have utilized Altman's Z-score method for the last several years. It is reported in many studies that Z-score is sensitive to changes in accounting figures.
M. N. Kumar, V. Rao
semanticscholar   +1 more source

What Future for Basel II? [PDF]

DICE, 2010
The financial crisis that severely hit the international banking industry during the last few years has clearly highlighted a number of problems and weaknesses associated with the prudential regulatory framework centred on risk-weighted capital adequacy requirements.
RESTI, ANDREA CESARE, SIRONI, ANDREA
openaire   +2 more sources

Financial Stability and Basel II

SSRN Electronic Journal, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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The Basel Committee, Basel I and Basel II

2007
In 1974, the German authorities ordered the immediate liquidation of Bankhaus Herstatt, a German commercial bank that, as a result of its closure, failed to deliver U.S. dollars to counterparties with whom it had previously struck foreign exchange deals.
openaire   +1 more source

Dealing with Basel II: Basel II – the end of risk management?

Balance Sheet, 2003
The forthcoming revision of the Basel Accord will cause major changes in the capital incentives driving banks’ management decisions. The author briefly outlines the main proposals then considers the impact from the point of view of a bank treasurer. The discussion leads him to question whether all of the possible consequences are as desirable as they ...
openaire   +1 more source