focused on the banking regulatory reporting system that uses IRB approach to evaluate credit risk. Due to the importance and … the sensitivity of IRB approach on the banking credit risk assessments, a case study is examined and a tailored regulatory …

predicts a fund-to-covered-deposits ratio that matches the data and declines in taxpayers' income due to taxpayers' risk …

national fiscal backstop. We demonstrate that risk-weighted contributions to EDIS are welfare-beneficial for depositors and …

liability and deposit insurance appear to give banks incentives for excessive risk-taking. Capital requirements can alleviate … this problem as banks are obliged to hold more capital which forces them to have more of their own funds at risk. But the … theoretical literature has much more to say on how banks determine their capital structure and portfolio risk and how capital …

optimally designed and its premium is risk related. This is driven by the possibility of contagious bank runs. We prove that …

risk management; 5. Procyclicality of capital adequacy requirements (and mark-to-market), Basel II; lack of counter …-cyclical instruments; 6. Boundaries of regulation, conduits, SIVs and reputational risk; 7. Crisis management:- (a) domestic, within …