For the sixth time, international academics and practitioners met for a successful credit risk conference. Keynote … speeches and academic sessions highlighted current developments and necessary improvements in areas such as fintech, regulation …, credit ratings and risk analysis. Digitization also leaves its mark in this area and requires, to varying degrees, a …

at a certain (potentially distorted) price. Regulation is found to induce the risk-neutral bank to behave in a more risk … interaction between capital adequacy regulation and credit risk transfer with credit default swaps (CDS) including its effect on … lending behavior and risk sensitivity of a risk-neutral bank. CDS contracts may be used to hedge a bank's credit risk exposure …

The development of the Basel III leverage ratio does not consider the different risk characteristics of bank business … models. All banks have to achieve the same requirements even if a high-risk business model is chosen. For that reason …, leverage ratios which are adjusted to the risk-profile of retail, wholesale, and trading banks are developed. Based on Value-at-Risk …

liquidity risks faced by credit institutions have been systematised, this article describes the current treatment of credit … preceding liquidity principles II and III – the structure of the present principle II has been subject to fundamental change … duly complied with is assessed exclusively on the basis of one-month liquidity ratios whereas the observation ratios to be …

. Financial firms and other institutions take on part of the burden. To expand the frontier of risk trading requires institutional …

jeweils eines Value-at-Risk-Betrages für das besondere und das allgemeine Kursrisiko gemacht. (JEL G21, G28, G11, G18) …Measuring the Specific Price Risk by Variance Decomposition To determine the equity required for covering the general … and the specific price risks of shares, the supervisory regulations would, after modification, allow both risk components …

. We find that a bank"s operational efficiency is priced in bank loan rates and alters interest-setting behavior … capture a bank"s operational efficiency, we take a look at the bank customers" perspective and demonstrate the extent to which …

over the quality of banks" balance sheets. Second, major uncertainty remains about the rules that will apply to bank … recapitalisation, bank restructuring and bank resolution in 2014 and in years to come. The fact that the European Central Bank is due …

Is there a Need for a "Strong Private German Bank"? On the Desirability of National Champions in the Banking Sector Top … champions might run the risk of impairing systemic stability if it is expected that such champions will be subject to implicit …