Results 71 to 80 of about 1,535,622 (212)
A forward-looking model for time-varying capital requirements and the New Basel Capital Accord [PDF]
This paper proposes a forward-looking model for time-varying capital requirements which finds application within the New Basel Capital Accord (NBCA) framework.
Chiara Pederzoli, Costanza Torricelli
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Can Macroprudential Policy for Retail Banks Reduce Bank Runs? Evidence from WAEMU’s Banking Sector
RisksMotivated by the coexistence of retail and wholesale banks with distinct risk profiles under uniform capital regulation, and by the lack of quantitative evidence on whether differentiated capital requirements can reduce bank runs and interbank frictions ...
Toure Talnan Aboulaye +3 more
doaj +1 more source
Economic capital for credit risk in the trading book
South African Journal of Economic and Management Sciences, 2011 The Basel II accord sets out detailed formulations (in its Internal Ratings Based approaches) for determining credit risk capital in the banking book, but until recently, credit risk in the trading book was largely ignored.
Wynand Smit +2 more
doaj +1 more source
Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking [PDF]
This paper formulates a dynamic model of a bank exposed to both credit and liquidity risk, which can resolve financial distress in three costly forms: fire sales, bond issuance and equity issuance.
Di Nicolo, G., Gamba, A., Lucchetta, M.
core +1 more source
Evaluating internal credit rating systems depending on bank size [PDF]
, 2003 Under a new Basel capital accord, bank regulators might use quantitative measures when evaluating the eligibility of internal credit rating systems for the internal ratings based approach.
Frerichs, Hergen, Wahrenburg, Mark
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Simulation-based stress testing of banks’ regulatory capital adequacy [PDF]
Banks’ holding of reasonable capital buffers in excess of minimum requirements could alleviate the procyclicality problem potentially exacerbated by the rating-sensitive capital charges of Basel II.
Jokivuolle, Esa, Peura, Samu
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A Theory of Precautionary Regulatory Capital in Banking [PDF]
The orthodox assumption in the banking literature is that capital requirements are a binding constraint on banking behaviour. This is in conflict with the empirical observation that banks hold a bu¤er of capital well in excess of the minimum requirements.
Phong T. H. Ngo
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Capital requirements and optimal bank portfolios: a reexamination [PDF]
An examination of the impact of increased capital requirements on bank portfolio behavior, finding that although the variance of earnings and the incentive to increase leverage are reduced with risk- and leverage-related interest rates, the impact of ...
James B. Thomson, William P. Osterberg
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The Lahore Journal of Business, 2015 This study critically analyzes the regulatory and supervisory frameworks that govern Islamic banks in the dual banking systems of Pakistan, Malaysia, Bahrain, and the UK.
Asad Khan, Abdul Qadir Shah
doaj
Capital requirements and competition in banking industry [PDF]
This paper focuses on the interaction between regulation and competition in an industrial organisation model. We analyze how capital requirements affect the profitability of two banks that compete as Cournot duopolists on a market for loans.
Peter J.G. Vlaar
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