Results 11 to 20 of about 825,638 (283)
Crises and Capital Requirements in Banking [PDF]
American Economic Review, 2002 We analyze a general equilibrium model in which there is both adverse selection of, and moral hazard by, banks. The regulator can screen banks prior to giving them a licence, audit them ex post to learn the success probability of their projects, and impose capital adequacy requirements. Capital requirements combat moral hazard when the regulator has a
Alan D. Morrison, Lucy White, Lucy White
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Cogent Economics & Finance, 2021 Over the past fifteen years, the Bank of Ghana has revised the minimum capital requirement to stabilize the banking sector. Motivated by the unintended consequences of regulatory capital, this paper provides empirical evidence between minimum capital ...
Joshua Nsanyan Sandow +2 more
doaj +1 more source
Basel II Internal Rating Based Approach and Credit Risk Capital Requirement [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2017 Based on Basel II Accord, loans paid to individuals and SMEs are included in retail portfolio and banks are permitted to choose standardized approach or internal rating based approach for calculating their credit risk capital requirements. In the case of
mohammad omidinezhad +2 more
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Extending Basel Regulatory Capital Requirement under Economic Downturns [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2018 This paper studies credit risk management in banking industry and proposes a generic model for corporate loan portfolio loss distribution in economic downturns.
Amir Azamtarrahian, Saeed Asadi
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On the edge: The impacts of cash flow at risk on the shareholders’ equity of public companies in Brazil [PDF]
Revista Contabilidade & FinançasThe objective of this article was to measure the cash flow at risk (CFaR) of non-financial companies in the Brazilian capital market and compare it to shareholders’ equity in order to assess the risk of insolvency.
Bruno Meirelles Salotti +1 more
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Required Capital for Long-run Risks
SSRN Electronic Journal, 2021 One of the objectives of the recent prudential regulation is to separate the computation of required capital for short- and long-run risks. This paper provides a coherent framework to define, compute, and update these components. We provide different examples, among which is the transition to low carbon economies.
Alain Monfort +4 more
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Solvency II approach to the risk management in commercial insurance companies
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2010 In the year 2001, the European Comission started to revise the legislation Solvency I and to implement a new approach called Solvency II. The regulation called Solvency II is based on regulation considering management of risks of commercial insurance ...
Eva Vávrová
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Costless Capital Requirements [PDF]
SSRN Electronic Journal, 2017 Trade-off theories of capital structure describe how a firm chooses its leverage for a given set of assets. This paper studies how the predictions of such trade-off theories change if one accounts for the possibility that firms can invest in financial markets.
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Prudent decisions to estimate the risk of loss in insurance
Technological and Economic Development of Economy, 2017 The directive 2009/138/EC „Solvency II”, provides the determination of insurance capital requirements based either on a standard formula or an internal model built by the company and approved by the regulatory authority.
Casian Butaci +3 more
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Asset Allocation under the Basel Accord Risk Measures [PDF]
, 2013 Financial institutions are currently required to meet more stringent capital requirements than they were before the recent financial crisis; in particular, the capital requirement for a large bank's trading book under the Basel 2.5 Accord more than ...
Bai, Xiaodi +4 more
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