limited by regulation largely to retail deposits and mortgages. Graphic television news pictures showed very long queues …

profitability of the banking sector in Pakistan. Capital adequacy helps the financial system to absorb any negative shock by … banking sector of Pakistan. To incorporate the issues of endogeneity, unobserved heterogeneity, and profit persistence, we … apply a generalised method of moments (GMM) technique under the Arellano-Bond framework to a panel of Pakistani banks that …

According to the new capital adequacy framework (Basel II) finally adopted by the Basel Committee in June 2004 the … German capital markets. …

According to the new capital adequacy framework (Basel II) finally adopted by the Basel Committee on Banking … Supervision in June 2004 the eligible regulatory capital amounts to the unexpected losses of credits. For expected losses the bank … capital. To determine the relevant variables of unexpected and expected losses, the knowledge of the credit specific …

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. Determining the required buffer size is … an important risk management issue for banks, which the Basle Committee (2002) suggests should be approached via stress …

We present a stochastic simulation forecasting model for stress testing that is aimed at assessing banks' capital … of an empirical application of the methodology proposed to the Global Systemically Important Banks (G-SIB) banks. The …

Fifteen years after the introduction of the Basel II Accord, which thoroughly revised the capital framework for banks …. Despite all initiatives taken by banking regulators and supervisors, a number of questions on banks' risk-weighted assets are …-sensitivity of capital requirements; material concern after the financial crisis, in the light of the high variability of internal …

default to the stress is mainly driven by Installment to Income Ratio and for mortgages also by loan maturity. Hence …

This paper develops an analytical framework that can be used to anticipate problems in the banking system and enable … indicator that is intended to capture a number of the systemic risks that can affect the banking system as a whole. Second, it … vulnerabilities. > For the systemic component of our methodology, the final output is a banking system vulnerability index to …

major influences on key financial soundness indicators, including capital adequacy, asset quality, and earnings and …